- PII
- S042473880000516-6-1
- DOI
- 10.7868/S0000516-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume 53 / Issue 1
- Pages
- 94-107
- Abstract
- The authors provide a short description of an approximate algorithm proposed by Ye.G. Golshtein to solve finite non-cooperative three-person games in mixed strategies. The search for a solution to such a game is reduced to the minimization of the so-called Nash function having a large number of local minima. By enumerating the original pure strategies the method finds an exact solution of the game whenever a complementarity condition holds. Otherwise, if the complementarity condition is slightly violated, a reasonable approximation to the set of Nash equilibrium points is generated. A series of numerical tests have been conducted to reveal both the algorithm’s advantages and its minor points. With the growth of interdependence coefficient of tables that determine winnings of the players, the efficiency of the algoriths decreases.
- Keywords
- non-cooperative games, Nash equilibrium, finite games, pure and mixed strategies, an approximate algorithm, numerical tests, linear programming
- Date of publication
- 01.01.2017
- Year of publication
- 2017
- Number of purchasers
- 4
- Views
- 999
RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods
- ISSN (Print) 0424-7388
- ISSN (Online) 3034-6177
EFFICIENCY OF AN APPROXIMATE ALGORITHM TO SOLVE FINITE THREE-PERSON GAMES (A COMPUTATIONAL EXPERIENCE)
Indexing
Scopus
Crossref
Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library