A global optimization algorithm for solving a four-person game
| Autor: | Anton Anikin, Evgeniya A. Finkelstein, S. Batbileg, N. Tungalag, Alexander Gornov |
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| Rok vydání: | 2017 |
| Předmět: |
Mathematical optimization
021103 operations research Control and Optimization 0211 other engineering and technologies ComputerApplications_COMPUTERSINOTHERSYSTEMS Computational intelligence 010103 numerical & computational mathematics 02 engineering and technology Function (mathematics) 01 natural sciences Convexity Gamut Example of a game without a value 0101 mathematics Algorithmic game theory Global optimization Mathematics Generator (mathematics) |
| Zdroj: | Optimization Letters. 13:587-596 |
| ISSN: | 1862-4480 1862-4472 |
| DOI: | 10.1007/s11590-017-1181-2 |
| Popis: | The nonzero sum four-person game was considered. We show that the game can be reduced to a global optimization problem by extending Mills’ result (J Soc Ind Appl Math 8(2):397–402, 1960). For solving the problem, we propose a global optimization method that combines the ideas of the classical multistart and an estimation of a convexity degree of the function. The proposed algorithm was tested numerically on some problems created by the well-known generator GAMUT (GAMUT is a Suite of Game Generators. http://gamut.stanford.edu ) and allowed us to find solutions to the four-person game. |
| Databáze: | OpenAIRE |
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