Differential evolution particle swarm optimization algorithm based on good point set for computing Nash equilibrium of finite noncooperative game

Autor: Huimin Li, Shuwen Xiang, Yanlong Yang, Chenwei Liu
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: AIMS Mathematics, Vol 6, Iss 2, Pp 1309-1323 (2021)
Druh dokumentu: article
ISSN: 2473-6988
DOI: 10.3934/math.2021081?viewType=HTML
Popis: In this paper, a hybrid differential evolution particle swarm optimization (PSO) method based on a good point set (GPDEPSO) is proposed to compute a finite noncooperative game among N people. Stochastic functional analysis is used to prove the convergence of this algorithm. First, an ergodic initial population is generated by using a good point set. Second, PSO is proposed and utilized as the variation operator to perform variation crossover selection with differential evolution (DE). Finally, the experimental results show that the proposed algorithm has a better convergence speed, accuracy, and global optimization ability than other existing algorithms in computing the Nash equilibrium of noncooperative games among N people. In particular, the efficiency of the algorithm is higher for determining the Nash equilibrium of a high-dimensional payoff matrix game.
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