Computing the strong Nash equilibrium for Markov chains games

作者：

Highlights：

• Present a novel method for finding the strong Nash equilibrium

• Introduce Tikhonov’s regularization method to guarantee convergence to a single equilibrium

• Prove the existence of a unique strong Nash equilibrium

• Propose the Euler method with penalty function for converging to the strong Nash equilibrium

• Present the convergence conditions of the step size parameter and Tikhonov’s regularizator

摘要

•Present a novel method for finding the strong Nash equilibrium•Introduce Tikhonov’s regularization method to guarantee convergence to a single equilibrium•Prove the existence of a unique strong Nash equilibrium•Propose the Euler method with penalty function for converging to the strong Nash equilibrium•Present the convergence conditions of the step size parameter and Tikhonov’s regularizator

论文关键词：Strong Nash equilibrium,Pareto-optimal Nash equilibrium,Markov chains,Game theory

论文评审过程：Received 12 January 2015, Revised 21 May 2015, Accepted 1 June 2015, Available online 24 June 2015, Version of Record 24 June 2015.

论文官网地址：https://doi.org/10.1016/j.amc.2015.06.005