A Survey on the Combined Use of Optimization Methods and Game Theory

Abstract

Game theory is a field of applied mathematics that studies strategic behavior of rational factors. In other words, game theory is a collection of analytical tools that can be used to make optimal choices in interactional and decision making problems. Optimization in mathematics and computer science is the choice of the best member of an existing collection for a specific purpose. Several optimization methods have been used in many problems to minimize costs or maximize profits. From a particular point of view, it can be said that the game theory is in fact a kind of optimization. In this paper, a combined use of game theory and optimization algorithms has been reviewed and a new categorization is presented for researches which have been conducted in this area. In some of these combinations, game theory has been used to improve the performance of optimization algorithms, and in some others, optimizations methods help to solve game theory problems. Game theory and optimization algorithms are also used together to solve some other problems.

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Sohrabi, M.K., Azgomi, H. A Survey on the Combined Use of Optimization Methods and Game Theory. Arch Computat Methods Eng 27, 59–80 (2020). https://doi.org/10.1007/s11831-018-9300-5

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