Stochastic nash equilibrium with a numerical solution method

Authors:
Jinwu Gao;Yankui Liu
Affiliations:
Uncertain Systems Laboratory, School of Information, Renmin University of China, Beijing, China;College of Mathematics and Computer Science, Hebei University, Baoding, China
Venue:
ISNN'05 Proceedings of the Second international conference on Advances in Neural Networks - Volume Part I
Year:
2005

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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.