title: A Differential Evolution Algorithm Based on Nikaido-Isoda Function for Solving Nash Equilibrium in Nonlinear Continuous Games.
abstract: A differential evolution algorithm for solving Nash equilibrium in nonlinear continuous games is presented in this paper, called NIDE (Nikaido-Isoda differential evolution). At each generation, parent and child strategy profiles are compared one by one pairwisely, adapting Nikaido-Isoda function as fitness function. In practice, the NE of nonlinear game model with cubic cost function and quadratic demand function is solved, and this method could also be applied to non-concave payoff functions. Moreover, the NIDE is compared with the existing Nash Domination Evolutionary Multiplayer Optimization (NDEMO), the result showed that NIDE was significantly better than NDEMO with less iterations and shorter running time. These numerical examples suggested that the NIDE method is potentially useful.
authors: College of Management and Economics, Tianjin University, Tianjin, China.
authors: Feng
authors: F
authors: He
authors: College of Management and Economics, Tianjin University, Tianjin, China.
authors: Wei
authors: W
authors: Zhang
authors: College of Management and Economics, Tianjin University, Tianjin, China.|Xuchang University, Xuchang, China.
authors: Guoqiang
authors: G
authors: Zhang
mesh_terms: D000465:Algorithms; D005716:Game Theory; D006801:Humans; D008954:Models, Biological