Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Computing Nash equilibria through computational intelligence methods
AU - Pavlidis, Nicos
AU - Parsopoulos, Kostantinos E.
AU - Vrahatis, Michael N.
PY - 2005/3
Y1 - 2005/3
N2 - Nash equilibrium constitutes a central solution concept in game theory. The task of detecting the Nash equilibria of a finite strategic game remains a challenging problem up-to-date. This paper investigates the effectiveness of three computational intelligence techniques, namely, covariance matrix adaptation evolution strategies, particle swarm optimization, as well as, differential evolution, to compute Nash equilibria of finite strategic games, as global minima of a real-valued, nonnegative function. An issue of particular interest is to detect more than one Nash equilibria of a game. The performance of the considered computational intelligence methods on this problem is investigated using multistart and deflection.
AB - Nash equilibrium constitutes a central solution concept in game theory. The task of detecting the Nash equilibria of a finite strategic game remains a challenging problem up-to-date. This paper investigates the effectiveness of three computational intelligence techniques, namely, covariance matrix adaptation evolution strategies, particle swarm optimization, as well as, differential evolution, to compute Nash equilibria of finite strategic games, as global minima of a real-valued, nonnegative function. An issue of particular interest is to detect more than one Nash equilibria of a game. The performance of the considered computational intelligence methods on this problem is investigated using multistart and deflection.
KW - Nash equilibria
KW - Evolutionary algorithms Differential evolution; Evolution strategies
KW - Particle swarm optimization
KW - Differential evolution
KW - Evolution strategies
U2 - 10.1016/j.cam.2004.06.005
DO - 10.1016/j.cam.2004.06.005
M3 - Journal article
VL - 175
SP - 113
EP - 136
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
SN - 0377-0427
IS - 1
ER -