Stochastic Nash Equilibrium with a Numerical Solution Method

  • Jinwu Gao
  • Yankui Liu
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3496)

Abstract

Recent decades viewed increasing interests in the subject of decentralized decision-making. In this paper, three definitions of stochastic Nash equilibrium, which casts different decision criteria, are proposed for a stochastic decentralized decision system. Then the problem of how to find the stochastic Nash equilibrium is converted to an optimization problem. Lastly, a solution method combined with neural network and genetic algorithm is provided.

Keywords

decentralized decision system Nash equilibrium stochastic programming neural network genetic algorithm 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Jinwu Gao
    • 1
  • Yankui Liu
    • 2
  1. 1.Uncertain Systems Laboratory, School of InformationRenmin University of ChinaBeijingChina
  2. 2.College of Mathematics and Computer ScienceHebei UniversityBaodingChina

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