多组对策系统非劣Nash策略的最优均衡解算法

多组对策系统中求解组与组之间的非劣Nash策略至关重要.如何针对一般问题解析求出非劣Nash策略还没有有效的方法.本文阐述了一种利用组与组之间的非劣反应集构造求解非劣Nash策略的迭代算法.为此首先引进多组对策系统组内部合作对策的最优均衡值和最优均衡解的概念,然后通过证明最优均衡解是组内部隐含某一权重向量的合作对策的非劣解,得到求解合作对策的单目标规划问题.进一步说明在组内部该问题的解不仅是非劣解而且对所有局中人都优于不合作时的Nash平衡策略.最后给出了验证该算法有效性的一个实际例子.     

带Poisson跳的线性二次随机微分博弈及其在鲁棒控制中的应用

研究了一类带Poisson跳扩散过程的线性二次随机微分博弈,包括非零和博弈的Nash均衡策略与零和博弈的鞍点均衡策略问题．利用微分博弈的最大值原理,得到Nash均衡策略的存在条件等价于两个交叉耦合的矩阵Riccati方程存在解,鞍点均衡策略的存在条件等价于一个矩阵Riccati方程存在解的结论,并给出了均衡策略的显式表达及最优性能泛函值．最后,将所得结果应用于现代鲁棒控制中的随机H₂/H_∞控制与随机H_∞控制问题,得到了鲁棒控制策略的存在条件及显式表达,并验证所得结果在金融市场投资组合优化问题中的应用．     

Equilibrium properties of the nash and stackelberg strategies

The Nash and Stackelberg strategies of a nonzero sum game have the common property that they are both noncooperative equilibrium solutions for which no player can achieve an improvement in his performance if he attempts to deviate from his strategy (cheat). In this note we show that the Nash solution is desirable only if it is not dominated by any of the Stackelberg solutions. Otherwise a Stackelberg strategy is always more favorable to both players and, as the Nash solution, it can be enforced once an agreement between the players, specifying the leader and the follower, is reached.     

Matrix games with missing,interval, and ambiguous lottery payoffs of pure strategy profiles and compound strategy profiles

In a matrix game, the interactions among players are based on the assumption that each player has accurate information about the payoffs of their interactions and the other players are rationally self‐interested. As a result, the players should definitely take Nash equilibrium strategies. However, in real‐life, when choosing their optimal strategies, sometimes the players have to face missing, imprecise (i.e., interval), ambiguous lottery payoffs of pure strategy profiles and even compound strategy profile, which means that it is hard to determine a Nash equilibrium. To address this issue, in this paper we introduce a new solution concept, called ambiguous Nash equilibrium, which extends the concept of Nash equilibrium to the one that can handle these types of ambiguous payoff. Moreover, we will reveal some properties of matrix games of this kind. In particular, we show that a Nash equilibrium is a special case of ambiguous Nash equilibrium if the players have accurate information of each player's payoff sets. Finally, we give an example to illustrate how our approach deals with real‐life game theory problems.     

Multi-agent graphical games with input constraints: an online learning solution

This paper studies an online iterative algorithm for solving discrete-time multi-agent dynamic graphical games with input constraints. In order to obtain the optimal strategy of each agent, it is necessary to solve a set of coupled Hamilton-Jacobi-Bellman (HJB) equations. It is very difficult to solve HJB equations by the traditional method. The relevant game problem will become more complex if the control input of each agent in the dynamic graphical game is constrained. In this paper, an online iterative algorithm is proposed to find the online solution to dynamic graphical game without the need for drift dynamics of agents. Actually, this algorithm is to find the optimal solution of Bellman equations online. This solution employs a distributed policy iteration process, using only the local information available to each agent. It can be proved that under certain conditions, when each agent updates its own strategy simultaneously, the whole multi-agent system will reach Nash equilibrium. In the process of algorithm implementation, for each agent, two layers of neural networks are used to fit the value function and control strategy, respectively. Finally, a simulation example is given to show the effectiveness of our method.     

When Can Limited Randomness Be Used in Repeated Games?

The central result of classical game theory states that every finite normal form game has a Nash equilibrium, provided that players are allowed to use randomized (mixed) strategies. However, in practice, humans are known to be bad at generating random-like sequences, and true random bits may be unavailable. Even if the players have access to enough random bits for a single instance of the game their randomness might be insufficient if the game is played many times. In this work, we ask whether randomness is necessary for equilibria to exist in finitely repeated games. We show that for a large class of games containing arbitrary two-player zero-sum games, approximate Nash equilibria of the n-stage repeated version of the game exist if and only if both players have Ω(n) random bits. In contrast, we show that there exists a class of games for which no equilibrium exists in pure strategies, yet the n-stage repeated version of the game has an exact Nash equilibrium in which each player uses only a constant number of random bits. When the players are assumed to be computationally bounded, if cryptographic pseudorandom generators (or, equivalently, one-way functions) exist, then the players can base their strategies on “random-like” sequences derived from only a small number of truly random bits. We show that, in contrast, in repeated two-player zero-sum games, if pseudorandom generators do not exist, then Ω(n) random bits remain necessary for equilibria to exist.     

Graphical Congestion Games

We consider congestion games with linear latency functions in which each player is aware only of a subset of all the other players. This is modeled by means of a social knowledge graph G in which nodes represent players and there is an edge from i to j if i knows j. Under the assumption that the payoff of each player is affected only by the strategies of the adjacent ones, we first give a complete characterization of the games possessing pure Nash equilibria. Namely, if the social graph G is undirected, the game is an exact potential game and thus isomorphic to a classical congestion game. As a consequence, it always converges and possesses Nash equilibria. On the other hand, if G is directed an equilibrium is not guaranteed to exist, but the game is always convergent and an equilibrium can be found in polynomial time if G is acyclic, even if finding the best equilibrium remains an intractable problem.     

基于博弈论及Q学习的多Agent协作追捕算法

多Agent协作追捕问题是多Agent协调与协作研究中的一个典型问题。针对具有学习能力的单逃跑者追捕问题，提出了一种基于博弈论及Q学习的多Agent协作追捕算法。首先,建立协作追捕团队，并构建协作追捕的博弈模型；其次,通过对逃跑者策略选择的学习，建立逃跑者有限的Step-T累积奖赏的运动轨迹，并把运动轨迹调整到追捕者的策略集中；最后,求解协作追捕博弈得到Nash均衡解，每个Agent执行均衡策略完成追捕任务。同时,针对在求解中可能存在多个均衡解的问题，加入了虚拟行动行为选择算法来选择最优的均衡策略。C#仿真实验表明，所提算法能够有效地解决障碍环境中单个具有学习能力的逃跑者的追捕问题，实验数据对比分析表明该算法在同等条件下的追捕效率要优于纯博弈或纯学习的追捕算法。     

Game-theoretic static load balancing for distributed systems

In this paper, we present a game theoretic approach to solve the static load balancing problem for single-class and multi-class (multi-user) jobs in a distributed system where the computers are connected by a communication network. The objective of our approach is to provide fairness to all the jobs (in a single-class system) and the users of the jobs (in a multi-user system). To provide fairness to all the jobs in the system, we use a cooperative game to model the load balancing problem. Our solution is based on the Nash Bargaining Solution (NBS) which provides a Pareto optimal solution for the distributed system and is also a fair solution. An algorithm for computing the NBS is derived for the proposed cooperative load balancing game. To provide fairness to all the users in the system, the load balancing problem is formulated as a non-cooperative game among the users who try to minimize the expected response time of their own jobs. We use the concept of Nash equilibrium as the solution of our non-cooperative game and derive a distributed algorithm for computing it. Our schemes are compared with other existing schemes using simulations with various system loads and configurations. We show that our schemes perform near the system optimal schemes and are superior to the other schemes in terms of fairness.     

A Pure Nash Equilibrium-Based Game Theoretical Method for Data Replication across Multiple Servers

This paper proposes a non-cooperative game based technique to replicate data objects across a distributed system of multiple servers in order to reduce user perceived Web access delays. In the proposed technique computational agents represent servers and compete with each other to optimize the performance of their servers. The optimality of a non-cooperative game is typically described by Nash equilibrium, which is based on spontaneous and non-deterministic strategies. However, Nash equilibrium may or may not guarantee system-wide performance. Furthermore, there can be multiple Nash equilibria, making it difficult to decide which one is the best. In contrast, the proposed technique uses the notion of pure Nash equilibrium, which if achieved, guarantees stable optimal performance. In the proposed technique, agents use deterministic strategies that work in conjunction with their self-interested nature but ensure system-wide performance enhancement. In general, the existence of a pure Nash equilibrium is hard to achieve, but we prove the existence of such equilibrium in the proposed technique. The proposed technique is also experimentally compared against some well-known conventional replica allocation methods, such as branch and bound, greedy, and genetic algorithms.     

预设时间下的分布式优化和纳什均衡点求解

本文研究了预设时间下的分布式优化和纳什均衡点求解问题. 假设每个智能体只能通过局部的信息更新 自身的状态, 设计了一类预设时间下的分布式协议. 该协议可以在任意预设的时间内实现收敛, 并且不需要依赖智 能体的初始状态和系统参数. 当目标函数是强凸函数时, 通过选取一个适当的Lyapunov函数, 利用代数图论和凸分 析理论等工具严格的证明了多智能体系统在预设时间下能够收敛到优化问题的最优解和非合作博弈问题的纳什均 衡点. 最后, 通过仿真算例进一步验证了本文所设计协议的有效性.     

Nash equilibrium in differential games and the quasi-strategy formalism

We consider a two-player nonzero-sum differential game in the case where players use nonanticipative strategies. We define the Nash equilibrium in this case and obtain a characterization of Nash equilibrium strategies. We show that a Nash equilibrium solution can be approximately realized by control-with-guide strategies.     

Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium.     

Fundamental theorem for optimal output feedback problem with quadratic performance criterion

Necessary and sufficient globally optimal conditions—a matrix equation and a matrix inequality—are given for the existence of the optimal constant output feedback gain. Furthermore, it is shown that if the optimal output law L₀ exists, it must be a solution derived from the corresponding optimal state-variable feedback problem, that is L₀C = K₀, where K₀ is the optimal state-variable feedback law. An example is given to show that a globally optimal output law may not be found even if the system is stabilizable by output feedback. These results are helpful for the understanding of the fundamental problems of output feedback and give the reasons for suboptimal approaches as adopted by Levine and Athans (1970) and other authors.     

Solution of multiobjective optimization problems: coevolutionary algorithm based on evolutionary game theory

When attempting to solve multiobjective optimization problems (MOPs) using evolutionary algorithms, the Pareto genetic algorithm (GA) has now become a standard of sorts. After its introduction, this approach was further developed and led to many applications. All of these approaches are based on Pareto ranking and use the fitness sharing function to keep diversity. On the other hand, the scheme for solving MOPs presented by Nash introduced the notion of Nash equilibrium and aimed at solving MOPs that originated from evolutionary game theory and economics. Since the concept of Nash Equilibrium was introduced, game theorists have attempted to formalize aspects of the evolutionary equilibrium. Nash genetic algorithm (Nash GA) is the idea to bring together genetic algorithms and Nash strategy. The aim of this algorithm is to find the Nash equilibrium through the genetic process. Another central achievement of evolutionary game theory is the introduction of a method by which agents can play optimal strategies in the absence of rationality. Through the process of Darwinian selection, a population of agents can evolve to an evolutionary stable strategy (ESS). In this article, we find the ESS as a solution of MOPs using a coevolutionary algorithm based on evolutionary game theory. By applying newly designed coevolutionary algorithms to several MOPs, we can confirm that evolutionary game theory can be embodied by the coevolutionary algorithm and this coevolutionary algorithm can find optimal equilibrium points as solutions for an MOP. We also show the optimization performance of the co-evolutionary algorithm based on evolutionary game theory by applying this model to several MOPs and comparing the solutions with those of previous evolutionary optimization models. This work was presented, in part, at the 8th International Symposium on Artificial Life and Robotics, Oita, Japan, January 24#x2013;26, 2003.     

Equilibrium Trajectories in Dynamical Bimatrix Games with Average Integral Payoff Functionals

This paper considers models of evolutionary non-zero-sum games on the infinite time interval. Methods of differential game theory are used for the analysis of game interactions between two groups of participants. We assume that participants in these groups are controlled by signals for the behavior change. The payoffs of coalitions are defined as average integral functionals on the infinite horizon. We pose the design problem of a dynamical Nash equilibrium for the evolutionary game under consideration. The ideas and approaches of non-zero-sum differential games are employed for the determination of the Nash equilibrium solutions. The results derived in this paper involve the dynamic constructions and methods of evolutionary games. Much attention is focused on the formation of the dynamical Nash equilibrium with players strategies that maximize the corresponding payoff functions and have the guaranteed properties according to the minimax approach. An application of the minimax approach for constructing optimal control strategies generates dynamical Nash equilibrium trajectories yielding better results in comparison to static solutions and evolutionary models with the replicator dynamics. Finally, we make a comparison of the dynamical Nash equilibrium trajectories for evolutionary games with the average integral payoff functionals and the trajectories for evolutionary games with the global terminal payoff functionals on the infinite horizon.     

Pareto Effectiveness of Equilibria in Active Systems with the Distributed Control

Active systems with the distributed control (one active element and a few control centers) are considered. Questions for the existence of the Nash equilibrium of the game of centers in pure strategies are studied. It is shown that at any distribution of the incomes from the work of an active system among a few centers and the existence of at least one Pareto-ineffective Nash equilibrium, any Pareto-effective outcome can be implemented as a Nash equilibrium. It is proved that in the system consisting of two centers there always exists a Pareto-effective Nash equilibrium in pure strategies.     

Mean‐field games for multiagent systems with multiplicative noises

This paper studies mean‐field games for multiagent systems with control‐dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal control problem subject to consistent mean‐field approximations. The set of decentralized strategies is further shown to be an ε‐Nash equilibrium. For the integrator multiagent systems, we design a set of ε‐Nash strategies by exploiting the convexity property of the limiting problem. It is shown that under the mild conditions, all the agents achieve mean‐square consensus.     

A Nash equilibrium solution in an oligopoly market: The search for Nash equilibrium solutions with replicator equations derived from the gradient dynamics of a simplex algorithm

The present analysis applies continuous time replicator dynamics to the analysis of oligopoly markets. In the present paper, we discuss continuous game problems in which decision-making variables for each player are bounded on a simplex by equalities and non-negative constraints. Several types of problems are considered under conditions of normalized constraints and non-negative constraints. These problems can be classified into two types based on their constraints. For one type, the simplex constraint applies to the variables for each player independently, such as in a product allocation problem. For the other type, the simplex constraint applies to interference among all players, creating a market share problem. In the present paper, we consider a game problem under the constraints of allocation of product and market share simultaneously. We assume that a Nash equilibrium solution can be applied and derive the gradient system dynamics that attain the Nash equilibrium solution without violating the simplex constraints. Models assume that three or more firms exist in a market. Firms behave to maximize their profits, as defined by the difference between their sales and cost functions with conjectural variations. The effectiveness of the derived dynamics is demonstrated using simple data. The present approach facilitates understanding the process of attaining equilibrium in an oligopoly market.     

一类n×n矩阵博弈的Nash均衡的近似计算

给出了一种求解某类n×n矩阵博弈Nash均衡的近似解的算法。通过剖分单纯形,将混合策略空间离散化,利用初始的单纯形根据标号函数和替换规则求出此类矩阵博弈Nash均衡的近似解。并分析了其最优解与近似解的计算误差。