零和多项式矩阵博弈:极小化极大的一种推广

Zero-Sum Polymatrix Games: A Generalization of Minmax

Mathematics of Operations Research · 2016
被引 51
ABS 3

中文导读

研究了零和多项式矩阵博弈,这是两人零和博弈的多玩家推广,发现纳什均衡可通过线性规划高效求解,且粗相关均衡集退化为纳什均衡集,但纳什均衡收益不唯一、策略不可交换或最大最小。

Abstract

We show that in zero-sum polymatrix games, a multiplayer generalization of two-person zero-sum games, Nash equilibria can be found efficiently with linear programming. We also show that the set of coarse correlated equilibria collapses to the set of Nash equilibria. In contrast, other important properties of two-person zero-sum games are not preserved: Nash equilibrium payoffs need not be unique, and Nash equilibrium strategies need not be exchangeable or max-min.

博弈论纳什均衡线性规划数学经济学