The Nash Equilibrium Point of Dynamic Games Using Evolutionary Algorithms in Linear Dynamics and Quadratic System

Аннотация

In this paper, examining some games, we show that classical techniques are not always effective for games with not many stages and players and it can’t be claimed that these techniques of solution always obtain the optimal and actual Nash equilibrium point. For solving these problems, two evolutionary algorithms are then presented based on the population to solve general dynamic games. The first algorithm is based on the genetic algorithm and we use genetic algorithms to model the players' learning process in several models and evaluate them in terms of their convergence to the Nash Equilibrium. in the second algorithm, a Particle Swarm Intelligence Optimization (PSO) technique is presented to accelerate solutions’ convergence. It is claimed that both techniques can find the actual Nash equilibrium point of the game keeping the problem’s generality and without imposing any limitation on it and without being caught by the local Nash equilibrium point. The results clearly show the benefits of the proposed approach in terms of both the quality of solutions and efficiency.