首页|基于蜉蝣算法的非合作博弈Nash均衡求解

基于蜉蝣算法的非合作博弈Nash均衡求解

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鉴于凸优化问题算法在非合作博弈Nash均衡的求解中具有一定的局限性,N人非合作博弈Nash均衡求解是NP 问题,提出一种N人非合作博弈Nash均衡求解问题的改进仿生算法-蜉蝣算法(MA)。算法中蜉蝣通过个体最优位置及全体最优位置调整位置来搜索最优解,同时引入高斯变异算子提高算法搜素能力。根据Nash均衡的解空间为单纯形的特性,采用固定初始化点和随机初始化点相结合的方式,提高搜索速度且结果不局限于纯策略。实验表明,蜉蝣算法求解Nash均衡效果优于烟花算法、免疫粒子群算法,特别地,对于高维博弈问题也有很好的效果。
Solving Nash Equilibrium for N-Persons'Non-Cooperative Game Based on Mayfly Algorithm
In view of the limitation of the convex optimization algorithm in solving the Nash equilibrium of a non-cooperative game,the Nash equilibrium of an N-person non-cooperative game is an NP problem,an improved bionic algorithm for solving the Nash equilibrium of an N-person non-cooperative game,Mayfly algorithm(MA),is pro-posed.In this algorithm,Mayfly searches for the optimal solution by adjusting the position through the individual opti-mal position and the overall optimal position,and introduces the Gaussian mutation operator to improve the search a-bility of the algorithm.According to the characteristics that the solution space of Nash equilibrium is simplex,the fixed initialization point and random initialization point are combined to improve the search speed and the results are not limited to pure strategy.Experiments show that the Mayfly algorithm is better than the fireworks algorithm and im-mune particle swarm algorithm in solving Nash equilibrium,especially for high dimensional game problems.

Non-cooperative gameEquilibrium SolvingMayfly Algorithm

胡作鹏、杨彦龙、贾文生

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贵州大学数学与统计学院,贵州 贵阳 550025

非合作博弈 均衡求解 蜉蝣算法

国家自然科学基金国家自然科学基金国家自然科学基金

12061020黔科合LH字[2017]7223贵大人基合字201949

2024

计算机仿真
中国航天科工集团公司第十七研究所

计算机仿真

CSTPCD
影响因子:0.518
ISSN:1006-9348
年,卷(期):2024.41(7)
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