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

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...

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Bibliographic Details
Published in:	AIMS mathematics Vol. 6; no. 2; pp. 1309 - 1323
Main Authors:	Li, Huimin, Xiang, Shuwen, Yang, Yanlong, Liu, Chenwei
Format:	Journal Article
Language:	English
Published:	AIMS Press 01.01.2021
Subjects:	differential evolution particle swarm optimization algorithm good point set high-dimensional payoff matrix nash equilibrium non-cooperative game
ISSN:	2473-6988, 2473-6988
Online Access:	Get full text
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Summary:	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.
ISSN:	2473-6988 2473-6988
DOI:	10.3934/math.2021081