A decomposition algorithm for N-player games

A decomposition algorithm for N-player games
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N人博弈的分解算法

DOI:
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发表时间:
2007
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影响因子:
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通讯作者:
R. Wilson
R. Wilson
中科院分区:
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文献类型:
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作者:
S. Govindan;R. Wilson

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N人博弈可以通过添加一个与每个参与者进行双边交互的协调员来分解。协调者向玩家提出策略的简档,当玩家的最优回复与他的建议一致时,他的收益最大化。当可行方案集是有限的时,相关线性互补问题的解产生近似博弈的均衡,从而产生原始博弈的近似均衡。对于协调者的纯策略,通过使用玩家策略空间的三角剖分的顶点来提高计算效率。报告了计算经验。
An N-player game can be decomposed by adding a coordinator who interacts bilaterally with each player. The coordinator proposes profiles of strategies to the players, and his payoff is maximized when players’ optimal replies agree with his proposal. When the feasible set of proposals is finite, a solution of an associated linear complementarity problem yields an equilibrium of the approximate game and thus an approximate equilibrium of the original game. Computational efficiency is improved by using vertices of a triangulation of the players’ strategy space for the coordinator’s pure strategies. Computational experience is reported.