An Improved NIRA Algorithm of Nash Equilibrium and Its Application
Recent theoretical studies have shown that a relaxation algorithm can be used to .nd noncooperative equilibrium of synchronous in.nite games with nonlinear payoff functions and coupled constraints based on Nikaido-Isoda function.In this study,this paper introduces an improvement to the Nash equilibrium algorithm with linear search step-size control. Compared with the other two choice of step-sizes, i.e constant step size and steepest-decent step-size, this algorithm performs a well balance between iterative steps and time ef.ciency.In the end of this paper, it provides a case study of .nancial investment in order to determine the optimal .nancial investment ratio by this algorithm.
Nash Equilibrium Relaxation Algorithm Financial Investment Nikaido-Isoda Function
Guangwen Kong Daoli Zhu
Department of Management Science Fudan University No.220, Handan Road, Shanghai, China 200433
国际会议
2007 IEEE International Conference on Automation and Lofistics
山东济南
英文
2007-08-18（万方平台首次上网日期，不代表论文的发表时间）