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.

引用

页码：811 / 816

页数：6

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