Stochastic Nash Equilibrium with a Numerical Solution Method
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.
Keywordsdecentralized decision system Nash equilibrium stochastic programming neural network genetic algorithm
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