An improved NIRA algorithm of Nash and its application

被引：0
|
作者：
Kong, Guangwen [1 ]
Zhu, Daoli [1 ]
机构：
[1] Fudan Univ, Dept Management Sci, Shanghai 200433, Peoples R China
来源：
2007 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS, VOLS 1-6 | 2007年
关键词：
Nash equilibrium; relaxation algorithm; financial investment; Nikaido-Isoda function;
D O I：
10.1109/ICAL.2007.4339015
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Recent theoretical studies have shown that a relaxation algorithm can be used to find noncooperative equilibrium of. synchronous infinite games with nonlinear payoff functions and coupled constraints based on Nikaido-Isoda function.In this study,this paper introduces an improvement to the Nash equilibrium. algorithm with linear, search step-size control. Compared with the other two choice of step-sizes, i.e constant step size and steepest-decent step-size, this algorithm performs a wen balance between iterative steps and time efficiency.In the end of this paper, it provides a case study of financial investment in order to determine the optimal financial investment ratio by this algorithm.
引用
收藏
页码：2580 / 2585
页数：6
相关论文
共 50 条
  • [21] An Improved Adaptive Median Filter Algorithm and Its Application
    Ha, Rui
    Liu, Pengyu
    Jia, Kebin
    ADVANCES IN INTELLIGENT INFORMATION HIDING AND MULTIMEDIA SIGNAL PROCESSING, VOL 2, 2017, 64 : 179 - 186
  • [22] An Improved Quantum Ant Colony Algorithm and its Application
    Ma, Xiao-long
    Li, Yue-guang
    INTERNATIONAL CONFERENCE ON FUTURE COMPUTER SUPPORTED EDUCATION, 2012, 2 : 522 - 527
  • [23] Improved dragonfly algorithm and its application in feature selection
    Wang W.
    Zhu K.
    Li W.
    Zhao Y.
    Jie J.
    1600, CIMS (26): : 2124 - 2132
  • [24] An improved BP neural network algorithm and its application
    School of Physical Education and Health, East China Normal University, Shanghai, China
    不详
    Metall. Min. Ind., 3 (175-181):
  • [25] An improved shuffled frog leaping algorithm and its application
    Lengzhi, Suonan
    Li, Yueguang
    PROCEEDINGS OF THE 2015 INTERNATIONAL SYMPOSIUM ON COMPUTERS & INFORMATICS, 2015, 13 : 2377 - 2384
  • [26] An Improved Artificial Fish Swarm Algorithm and Its Application
    Xin, Guan
    Xin, Yin Yi
    MATERIALS SCIENCE AND INFORMATION TECHNOLOGY, PTS 1-8, 2012, 433-440 : 4434 - 4438
  • [27] An improved Shuffled frog leaping Algorithm and its application
    Mai, Guiying
    Li, Yueguang
    PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ADVANCES IN MECHANICAL ENGINEERING AND INDUSTRIAL INFORMATICS, 2015, 15 : 685 - 688
  • [28] IMPROVED ALGORITHM OF RBF NEURAL NETWORKS AND ITS APPLICATION
    Wei, Dong
    Liu, Yiqing
    Zhang, Ning
    Zhao, Minzhe
    2012 IEEE 2nd International Conference on Cloud Computing and Intelligent Systems (CCIS) Vols 1-3, 2012, : 1333 - 1337
  • [29] An Improved Immune Genetic Algorithm and its Application on TSP
    Ghorab, Ahmed S.
    2021 INTERNATIONAL CONFERENCE ON PROMISING ELECTRONIC TECHNOLOGIES (ICPET 2021), 2021, : 84 - 88
  • [30] An improved genetic algorithm and its application in the TSP problem
    Li Zheng
    Qin Jinlei
    FOURTH INTERNATIONAL CONFERENCE ON MACHINE VISION (ICMV 2011): COMPUTER VISION AND IMAGE ANALYSIS: PATTERN RECOGNITION AND BASIC TECHNOLOGIES, 2012, 8350
12345