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Nash Equilibrium of a Fixed-Sum Two-Player Game
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作者 Yoshihiro Tanaka 《American Journal of Computational Mathematics》 2024年第3期346-357,共12页
It is well established that Nash equilibrium exists within the framework of mixed strategies in strategic-form non-cooperative games. However, finding the Nash equilibrium generally belongs to the class of problems kn... It is well established that Nash equilibrium exists within the framework of mixed strategies in strategic-form non-cooperative games. However, finding the Nash equilibrium generally belongs to the class of problems known as PPAD (Polynomial Parity Argument on Directed graphs), for which no polynomial-time solution methods are known, even for two-player games. This paper demonstrates that in fixed-sum two-player games (including zero-sum games), the Nash equilibrium forms a convex set, and has a unique expected payoff. Furthermore, these equilibria are Pareto optimal. Additionally, it is shown that the Nash equilibrium of fixed-sum two-player games can theoretically be found in polynomial time using the principal-dual interior point method, a solution method of linear programming. 展开更多
关键词 nash equilibrium Fixed-Sum Two-Player game Principal-Dual Interior Point Method
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Distributed Nash Equilibrium Seeking for General Networked Games With Bounded Disturbances 被引量:7
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作者 Maojiao Ye Danhu Li +1 位作者 Qing-Long Han Lei Ding 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第2期376-387,共12页
This paper is concerned with anti-disturbance Nash equilibrium seeking for games with partial information.First,reduced-order disturbance observer-based algorithms are proposed to achieve Nash equilibrium seeking for ... This paper is concerned with anti-disturbance Nash equilibrium seeking for games with partial information.First,reduced-order disturbance observer-based algorithms are proposed to achieve Nash equilibrium seeking for games with firstorder and second-order players,respectively.In the developed algorithms,the observed disturbance values are included in control signals to eliminate the influence of disturbances,based on which a gradient-like optimization method is implemented for each player.Second,a signum function based distributed algorithm is proposed to attenuate disturbances for games with secondorder integrator-type players.To be more specific,a signum function is involved in the proposed seeking strategy to dominate disturbances,based on which the feedback of the velocity-like states and the gradients of the functions associated with players achieves stabilization of system dynamics and optimization of players'objective functions.Through Lyapunov stability analysis,it is proven that the players'actions can approach a small region around the Nash equilibrium by utilizing disturbance observerbased strategies with appropriate control gains.Moreover,exponential(asymptotic)convergence can be achieved when the signum function based control strategy(with an adaptive control gain)is employed.The performance of the proposed algorithms is tested by utilizing an integrated simulation platform of virtual robot experimentation platform(V-REP)and MATLAB. 展开更多
关键词 Distributed networks disturbance rejection nash equilibrium networked games
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Distributed Nash Equilibrium Seeking Strategies Under Quantized Communication 被引量:2
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作者 Maojiao Ye Qing-Long Han +2 位作者 Lei Ding Shengyuan Xu Guobiao Jia 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第1期103-112,共10页
This paper is concerned with distributed Nash equi librium seeking strategies under quantized communication. In the proposed seeking strategy, a projection operator is synthesized with a gradient search method to achi... This paper is concerned with distributed Nash equi librium seeking strategies under quantized communication. In the proposed seeking strategy, a projection operator is synthesized with a gradient search method to achieve the optimization o players' objective functions while restricting their actions within required non-empty, convex and compact domains. In addition, a leader-following consensus protocol, in which quantized informa tion flows are utilized, is employed for information sharing among players. More specifically, logarithmic quantizers and uniform quantizers are investigated under both undirected and connected communication graphs and strongly connected digraphs, respec tively. Through Lyapunov stability analysis, it is shown that play ers' actions can be steered to a neighborhood of the Nash equilib rium with logarithmic and uniform quantizers, and the quanti fied convergence error depends on the parameter of the quan tizer for both undirected and directed cases. A numerical exam ple is given to verify the theoretical results. 展开更多
关键词 CONSENSUS distributed nash equilibrium seeking projected gradient play quantized communication
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Equilibrium Strategy of the Pursuit-Evasion Game in Three-Dimensional Space 被引量:1
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作者 Nuo Chen Linjing Li Wenji Mao 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第2期446-458,共13页
The pursuit-evasion game models the strategic interaction among players, attracting attention in many realistic scenarios, such as missile guidance, unmanned aerial vehicles, and target defense. Existing studies mainl... The pursuit-evasion game models the strategic interaction among players, attracting attention in many realistic scenarios, such as missile guidance, unmanned aerial vehicles, and target defense. Existing studies mainly concentrate on the cooperative pursuit of multiple players in two-dimensional pursuit-evasion games. However, these approaches can hardly be applied to practical situations where players usually move in three-dimensional space with a three-degree-of-freedom control. In this paper,we make the first attempt to investigate the equilibrium strategy of the realistic pursuit-evasion game, in which the pursuer follows a three-degree-of-freedom control, and the evader moves freely. First, we describe the pursuer's three-degree-of-freedom control and the evader's relative coordinate. We then rigorously derive the equilibrium strategy by solving the retrogressive path equation according to the Hamilton-Jacobi-Bellman-Isaacs(HJBI) method, which divides the pursuit-evasion process into the navigation and acceleration phases. Besides, we analyze the maximum allowable speed for the pursuer to capture the evader successfully and provide the strategy with which the evader can escape when the pursuer's speed exceeds the threshold. We further conduct comparison tests with various unilateral deviations to verify that the proposed strategy forms a Nash equilibrium. 展开更多
关键词 Differential game equilibrium strategy pursuit-evasion game threedegree-of-freedom control
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Distributed Optimal Variational GNE Seeking in Merely Monotone Games
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作者 Wangli He Yanzhen Wang 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第7期1621-1630,共10页
In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each a... In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities. 展开更多
关键词 Distributed algorithms equilibria selection generalized nash equilibrium(GNE) merely monotone games
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Optimal confrontation position selecting games model and its application to one-on-one air combat
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作者 Zekun Duan Genjiu Xu +2 位作者 Xin Liu Jiayuan Ma Liying Wang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第1期417-428,共12页
In the air combat process,confrontation position is the critical factor to determine the confrontation situation,attack effect and escape probability of UAVs.Therefore,selecting the optimal confrontation position beco... In the air combat process,confrontation position is the critical factor to determine the confrontation situation,attack effect and escape probability of UAVs.Therefore,selecting the optimal confrontation position becomes the primary goal of maneuver decision-making.By taking the position as the UAV’s maneuver strategy,this paper constructs the optimal confrontation position selecting games(OCPSGs)model.In the OCPSGs model,the payoff function of each UAV is defined by the difference between the comprehensive advantages of both sides,and the strategy space of each UAV at every step is defined by its accessible space determined by the maneuverability.Then we design the limit approximation of mixed strategy Nash equilibrium(LAMSNQ)algorithm,which provides a method to determine the optimal probability distribution of positions in the strategy space.In the simulation phase,we assume the motions on three directions are independent and the strategy space is a cuboid to simplify the model.Several simulations are performed to verify the feasibility,effectiveness and stability of the algorithm. 展开更多
关键词 Unmanned aerial vehicles(UAVs) Air combat Continuous strategy space Mixed strategy nash equilibrium
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Design and pricing of maintenance service contract based on Nash non-cooperative game approach
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作者 SU Chun HUANG Kui 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2024年第1期118-129,共12页
Nowadays manufacturers are facing fierce challenge.Apart from the products,providing customers with multiple maintenance options in the service contract becomes more popular,since it can help to improve customer satis... Nowadays manufacturers are facing fierce challenge.Apart from the products,providing customers with multiple maintenance options in the service contract becomes more popular,since it can help to improve customer satisfaction,and ultimately promote sales and maximize profit for the manufacturer.By considering the combinations of corrective maintenance and preventive maintenance,totally three types of maintenance service contracts are designed.Moreover,attractive incentive and penalty mechanisms are adopted in the contracts.On this basis,Nash non-cooperative game is applied to analyze the revenue for both the manufacturer and customers,and so as to optimize the pricing mechanism of maintenance service contract and achieve a win-win situation.Numerical experiments are conducted.The results show that by taking into account the incentive and penalty mechanisms,the revenue can be improved for both the customers and manufacturer.Moreover,with the increase of repair rate and improvement factor in the preventive maintenance,the revenue will increase gradually for both the parties. 展开更多
关键词 maintenance service contract nash game incentive and penalty mechanism corrective maintenance preventive maintenance
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On Dynamics and Nash Equilibriums of Networked Games 被引量:1
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作者 Daizhan Cheng Tingting Xu +1 位作者 Fenghua He Hongsheng Qi 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI 2014年第1期10-18,共9页
Networked noncooperative games are investigated,where each player(or agent) plays with all other players in its neighborhood. Assume the evolution is based on the fact that each player uses its neighbors current infor... Networked noncooperative games are investigated,where each player(or agent) plays with all other players in its neighborhood. Assume the evolution is based on the fact that each player uses its neighbors current information to decide its next strategy. By using sub-neighborhood, the dynamics of the evolution is obtained. Then a method for calculating Nash equilibriums from mixed strategies of multi-players is proposed.The relationship between local Nash equilibriums based on individual neighborhoods and global Nash equilibriums of overall network is revealed. Then a technique is proposed to construct Nash equilibriums of an evolutionary game from its one step static Nash equilibriums. The basic tool of this approach is the semi-tensor product of matrices, which converts strategies into logical matrices and payoffs into pseudo-Boolean functions, then networked evolutionary games become discrete time dynamic systems. 展开更多
关键词 NETWORKED NON-COOPERATIVE game local infor-mation sub-neighborhood fundamental EVOLUTIONARY equation nash equilibrium
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Generalized Quantum Games with Nash Equilibrium
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作者 LIUXu-Feng 《Communications in Theoretical Physics》 SCIE CAS CSCD 2004年第4期553-556,共4页
We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it.The scheme is implemented with a single spin qubit system and a two-entangled-qubit system.... We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it.The scheme is implemented with a single spin qubit system and a two-entangled-qubit system.The Nash Equilibrium Theorem is proved for the models. 展开更多
关键词 quantum game nash equilibrium
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A Statistical Analysis of Games with No Certain Nash Equilibrium Make Many Results Doubtful
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作者 Galiya Klinkova Michael Grabinski 《Applied Mathematics》 2022年第2期120-130,共11页
Some games may have a Nash equilibrium if the parameters (e.g. probabilities for success) take certain values but no equilibrium for other values. So there is a transition from Nash equilibrium to no Nash equilibrium ... Some games may have a Nash equilibrium if the parameters (e.g. probabilities for success) take certain values but no equilibrium for other values. So there is a transition from Nash equilibrium to no Nash equilibrium in parameter space. However, in real games in business and economics, the input parameters are not given. They are typically observed in several similar occasions of the past. Therefore they have a distribution and the average is used. Even if the averages are in an area of Nash equilibrium, some values may be outside making the entire result meaningless. As the averages are sometimes just guessed, the distribution cannot be known. The main focus of this article is to show this effect in an example, and to explain the surprising result by topological explanations. We give an example of two players having three strategies each (e.g. player and keeper in penalty shooting) where we demonstrate the effect explicitly. As the transition of Nash equilibrium to no equilibrium is sharp, there may be a special form of chaos which we suggest to call topological chaos. 展开更多
关键词 nash equilibrium STATISTICS CHAOS TOPOLOGY
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具有加性耦合效用和连续统参与人博弈中的强Nash均衡
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作者 杨哲 《运筹学学报(中英文)》 CSCD 北大核心 2024年第3期143-152,共10页
本文将研究具有加性耦合效用和连续统参与人博弈中的强Nash均衡。我们首先证明具有加性耦合效用和有限参与人博弈中强Nash均衡的存在性。进一步,对具有加性耦合效用和连续统参与人的博弈,我们引入弱强Nash均衡的概念,并证明它的存在性... 本文将研究具有加性耦合效用和连续统参与人博弈中的强Nash均衡。我们首先证明具有加性耦合效用和有限参与人博弈中强Nash均衡的存在性。进一步,对具有加性耦合效用和连续统参与人的博弈,我们引入弱强Nash均衡的概念,并证明它的存在性定理。本文发展了强Nash均衡的研究。 展开更多
关键词 nash 均衡 加性耦合效用 连续统参与人 存在性
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转移概率部分未知的离散时间Markov跳变系统Nash微分博弈
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作者 张成科 徐萌 杨璐 《广东工业大学学报》 CAS 2024年第2期129-138,共10页
考虑到转移概率矩阵元素无法完全获悉,如何在转移概率部分未知的情境下研究离散时间Markov跳变系统Nash微分博弈是有待解决的问题之一,这一问题可以为转移概率部分未知的Markov跳变系统Nash微分博弈理论在管理问题上的应用提供理论支撑... 考虑到转移概率矩阵元素无法完全获悉,如何在转移概率部分未知的情境下研究离散时间Markov跳变系统Nash微分博弈是有待解决的问题之一,这一问题可以为转移概率部分未知的Markov跳变系统Nash微分博弈理论在管理问题上的应用提供理论支撑。基于此,本文首先研究单人博弈情形,即ε-次优控制问题,借助自由连接权矩阵和配方法,得到了ε-次优控制策略存在的充分性条件,并给出了成本函数上界的显式表达;然后延伸至双人博弈进行分析,得到了ε-次优Nash均衡策略存在的条件等价于求解双线性矩阵不等式和矩阵不等式的优化问题,并通过启发式算法求解优化问题得到ε-次优Nash均衡策略;最后通过数值算例证明了主要结论的有效性。 展开更多
关键词 离散时间Markov跳变系统 ε-次优控制 ε-次优nash均衡
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Fully Distributed Nash Equilibrium Seeking for High-Order Players With Actuator Limitations 被引量:4
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作者 Maojiao Ye Qing-Long Han +1 位作者 Lei Ding Shengyuan Xu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第6期1434-1444,共11页
This paper explores the problem of distributed Nash equilibrium seeking in games, where players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order... This paper explores the problem of distributed Nash equilibrium seeking in games, where players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their control inputs constrained within a pre-specified region. A linear transformation for players' dynamics is firstly utilized to facilitate the design of bounded control inputs incorporating multiple saturation functions. By introducing consensus protocols with adaptive and time-varying gains, the unknown actions for players are distributively estimated. Then, a fully distributed Nash equilibrium seeking strategy is exploited, showcasing its remarkable properties: (1) ensuring the boundedness of control inputs;(2) avoiding any global information/parameters;and (3) allowing the graph to be directed. Based on Lyapunov stability analysis, it is theoretically proved that the proposed distributed control strategy can lead all the players' actions to the Nash equilibrium. Finally, an illustrative example is given to validate effectiveness of the proposed method. 展开更多
关键词 Actuator limitation directed networks games nash equilibrium
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On the finite horizon Nash equilibrium solution in the differential game approach to formation control 被引量:3
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作者 JOND Hossein Barghi NABIYEV Vasif 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第6期1233-1242,共10页
The solvability of the coupled Riccati differential equations appearing in the differential game approach to the formation control problem is vital to the finite horizon Nash equilibrium solution.These equations(if so... The solvability of the coupled Riccati differential equations appearing in the differential game approach to the formation control problem is vital to the finite horizon Nash equilibrium solution.These equations(if solvable)can be solved numerically by using the terminal value and the backward iteration.To investigate the solvability and solution of these equations the formation control problem as the differential game is replaced by a discrete-time dynamic game.The main contributions of this paper are as follows.First,the existence of Nash equilibrium controls for the discretetime formation control problem is shown.Second,a backward iteration approximate solution to the coupled Riccati differential equations in the continuous-time differential game is developed.An illustrative example is given to justify the models and solution. 展开更多
关键词 formation control differential game dynamic game nash equilibrium coupled Riccati equations.
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Fuzzy Nash equilibrium of fuzzy n-person non-cooperative game 被引量:2
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作者 Xiaohui Yu Qiang Zhang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第1期47-56,共10页
The fuzzy non-cooperative game with fuzzy payoff function is studied. Based on fuzzy set theory with game theory, the fuzzy Nash equilibrium of fuzzy non-cooperative games is proposed. Most of researchers rank fuzzy n... The fuzzy non-cooperative game with fuzzy payoff function is studied. Based on fuzzy set theory with game theory, the fuzzy Nash equilibrium of fuzzy non-cooperative games is proposed. Most of researchers rank fuzzy number by its center of gravity or by the real number with its maximal membership. By reducing fuzzy number into a real number, we lose much fuzzy information that should be kept during the operations between fuzzy numbers. The fuzzy quantities or alternatives are ordered directly by Yuan's binary fuzzy ordering relation. In doing so, the existence of fuzzy Nash equilibrium for fuzzy non-cooperative games is shown based on the utility function and the crisp Nash theorem. Finally, an illustrative example in traffic flow patterns of equilibrium is given in order to show the detailed calculation process of fuzzy Nash equilibrium. 展开更多
关键词 operational research nash equilibrium preference relations fuzzy game theory.
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QUASI-EQUILIBRIUM PROBLEMS AND CONSTRAINED MULTIOBJECTIVE GAMES IN GENERALIZED CONVEX SPACE 被引量:5
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作者 DING Xie-ping(丁协平) 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2001年第2期160-172,共13页
A class of quasi-equilibrium problems and a class of constrained multiobjective games were introduced and studied in generalized convex spaces without linear structure. First, two existence theorems of solutions for q... A class of quasi-equilibrium problems and a class of constrained multiobjective games were introduced and studied in generalized convex spaces without linear structure. First, two existence theorems of solutions for quasi-equilibrium problems are proved in noncompact generalized convex spaces. Then, ar applications of the quasi-equilibrium existence theorem, several existence theorems of weighted Nash-equilibria and Pareto equilibria for the constrained multiobjective games are established in noncompact generalized convex spaces. These theorems improve, unify, and generalize the corresponding results of the multiobjective games in recent literatures. 展开更多
关键词 quasi-equilibrium problem constrained multiobjective game weighted nash-equilibria Pareto equilibria generalized convex space
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On Topics in Quantum Games
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作者 Yshai Avishai 《Journal of Quantum Information Science》 2023年第3期79-130,共52页
This work concentrates on simultaneous move non-cooperating quantum games. Part of it is evidently not new, but it is included for the sake self consistence, as it is devoted to introduction of the mathematical and ph... This work concentrates on simultaneous move non-cooperating quantum games. Part of it is evidently not new, but it is included for the sake self consistence, as it is devoted to introduction of the mathematical and physical grounds of the pertinent topics, and the way in which a simple classical game is modified to become a quantum game (a procedure referred to as a quantization of a classical game). The connection between game theory and information science is briefly stressed, and the role of quantum entanglement (that plays a central role in the theory of quantum games), is exposed. Armed with these tools, we investigate some basic concepts like the existence (or absence) of a pure strategy and mixed strategy Nash equilibrium and its relation with the degree of entanglement. The main results of this work are as follows: 1) Construction of a numerical algorithm based on the method of best response functions, designed to search for pure strategy Nash equilibrium in quantum games. The formalism is based on the discretization of a continuous variable into a mesh of points, and can be applied to quantum games that are built upon two-players two-strategies classical games, based on the method of best response functions. 2) Application of this algorithm to study the question of how the existence of pure strategy Nash equilibrium is related to the degree of entanglement (specified by a continuous parameter γ ). It is shown that when the classical game G<sub>C</sub> has a pure strategy Nash equilibrium that is not Pareto efficient, then the quantum game G<sub>Q</sub> with maximal entanglement (γ = π/2) has no pure strategy Nash equilibrium. By studying a non-symmetric prisoner dilemma game, it is found that there is a critical value 0γ<sub>c</sub> such that for γγ<sub>c</sub> there is a pure strategy Nash equilibrium and for γ≥γ<sub>c </sub>there is no pure strategy Nash equilibrium. The behavior of the two payoffs as function of γ starts at that of the classical ones at (D, D) and approaches the cooperative classical ones at (C, C) (C = confess, D = don’t confess). 3) We then study Bayesian quantum games and show that under certain conditions, there is a pure strategy Nash equilibrium in such games even when entanglement is maximal. 4) We define the basic ingredients of a quantum game based on a two-player three strategies classical game. This requires the introduction of trits (instead of bits) and quantum trits (instead of quantum bits). It is proved that in this quantum game, there is no classical commensurability in the sense that the classical strategies are not obtained as a special case of the quantum strategies. 展开更多
关键词 Two-Players Two Strategies Quantum game and SU(2) Strategies Relevance of Entanglement and Bell States nash equilibrium and Its Relation to Entanglement in Pure and Mixed Strategy Quantum games nash equilibrium and Partial Entanglement nash equilibrium Despite Maximal Entanglement Two Players Three Strategies Quantum games: Qutrits and SU(3) Strategies
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基于随机-Nash-Harsanyi讨价还价博弈的光伏-氢储能多主体分散协同调度
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作者 王学杰 赵会茹 +1 位作者 曹艺琼 赵名锐 《电工技术学报》 EI CSCD 北大核心 2024年第9期2652-2666,共15页
将光伏(PV)主体与氢储能(HES)主体结合,形成PV-HES联合系统,是促进可再生能源就地消纳,实现能源低碳转型的有效措施。针对光伏出力随机干扰及主体互异等问题,提出PV-HES的分散协同调度模型。首先,基于Nash-Harsanyi讨价还价理论建立PV-... 将光伏(PV)主体与氢储能(HES)主体结合,形成PV-HES联合系统,是促进可再生能源就地消纳,实现能源低碳转型的有效措施。针对光伏出力随机干扰及主体互异等问题,提出PV-HES的分散协同调度模型。首先,基于Nash-Harsanyi讨价还价理论建立PV-HES的多主体合作运行模型,并将其等效转换为电能交易量确定子问题和电能交易成本确定子问题;然后,为了保护各主体隐私,运用改进的交替方向乘子法对上述两个子问题进行分布式求解;最后,在一个典型的PV-HES联合系统中进行算例仿真,以验证所提分散协同调度模型以及分布式求解算法的有效性。仿真结果表明,氢储能主体的运营成本分别降低了11.67%和10.48%,光伏运营商的收益提高了15.72%。此外,通过对交替方向乘子法的改进也提高了系统的求解效率。 展开更多
关键词 光伏系统 氢储能 PV-HES联合系统 nash-Harsanyi讨价还价 改进交替方向乘子法 分散协同调度
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A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise
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作者 Pengyan Huang Guangchen Wang +1 位作者 Shujun Wang Hua Xiao 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第3期746-759,共14页
This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals ... This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations. 展开更多
关键词 Decentralized control strategy ϵ-nash equilibrium forward-backward stochastic system mean-field game partial observation
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不连续多目标博弈弱Pareto-Nash均衡解的存在性与Hadamard良定性
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作者 田魏 贾文生 《江西师范大学学报(自然科学版)》 CAS 北大核心 2024年第2期183-188,共6页
该文主要考虑不连续多目标博弈问题解的存在性和良定性.首先将不连续条件更优回应保障推广到n人多目标博弈,证明了其弱Pareto-Nash均衡点的存在性定理.更进一步地,研究了此类不连续n人多目标博弈的Hadamard良定性.这些结果推广了P.J.Ren... 该文主要考虑不连续多目标博弈问题解的存在性和良定性.首先将不连续条件更优回应保障推广到n人多目标博弈,证明了其弱Pareto-Nash均衡点的存在性定理.更进一步地,研究了此类不连续n人多目标博弈的Hadamard良定性.这些结果推广了P.J.Reny等的研究成果. 展开更多
关键词 不连续多目标博弈 更优回应保障 弱Pareto-nash均衡 Hadamard良定性
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