Stochastic Nash equilibrium with a numerical solution method

被引：0
|
作者：
Gao, JW [1 ]
Liu, YK
机构：
[1] Renmin Univ China, Sch Informat, Uncertain Syst Lab, Beijing 100872, Peoples R China
[2] Hebei Univ, Coll Math & Comp Sci, Baoding 071002, Peoples R China
来源：
ADVANCES IN NEURAL NETWORKS - ISNN 2005, PT 1, PROCEEDINGS | 2005年 / 3496卷
关键词：
decentralized decision system; Nash equilibrium; stochastic programming; neural network; genetic algorithm;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Recent decades viewed increasing interests in the subject of decentralized decision-making. In this paper, three definitions of stochastic Nash equilibrium, which casts different decision criteria, are proposed for a stochastic decentralized decision system. Then the problem of how to find the stochastic Nash equilibrium is converted to an optimization problem. Lastly, a solution method combined with neural network and genetic algorithm is provided.
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页码：811 / 816
页数：6
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