聚合博弈中最优反应动态的快速收敛

Fast Convergence of Best-Reply Dynamics in Aggregative Games

Mathematics of Operations Research · 2017
被引 6
ABS 3

中文导读

研究了大量玩家参与的聚合博弈,提出一种最优反应动态,能在准线性步数内达到近似纳什均衡,且均衡出现的极限频率随玩家数指数趋近于1。

Abstract

We consider small-influence aggregative games with a large number of players n. For this class of games we present a best-reply dynamic with the following two properties. First, the dynamic reaches Nash approximate equilibria in quasi-linear (in n) number of steps, and the quasi-linear bound is tight. Second, Nash approximate equilibria are played by the dynamic with a limit frequency that is exponentially (in n) close to 1.

博弈论纳什均衡收敛分析聚合博弈