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Differential evolution based bi-level programming algorithm for computing normalized nash equilibrium

Koh, ATM (2010) Differential evolution based bi-level programming algorithm for computing normalized nash equilibrium. In: (Proceedings details to be confirmed). 15th Online World Conference On Soft Computing In Industrial Applications, 15-27 November 2010, World Wide Web. . (Unpublished)

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Abstract

The Generalised Nash Equilibrium Problem (GNEP) is a Nash game with the distinct feature that the feasible strategy set of a player depends on the strategies chosen by all her opponents in the game. This characteristic distinguishes the GNEP from a conventional Nash Game. These shared constraints on each player’s decision space, being dependent on decisions of others in the game, increases its computational difficulty. A special solution of the GNEP is the Nash Normalized Equilibrium which can be obtained by transforming the GNEP into a bi-level program with an optimal value of zero in the upper level. In this paper, we propose a Differential Evolution based Bi-Level Programming algorithm embodying Stochastic Ranking to handle constraints (DEBLP-SR) to solve the resulting bi-level programming formulation. Numerical examples of GNEPs drawn from the literature are used to illustrate the performance of the proposed algorithm.

Item Type: Proceedings Paper
Academic Units: The University of Leeds > Faculty of Environment (Leeds) > Institute for Transport Studies (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 22 Nov 2010 17:35
Last Modified: 08 Feb 2013 17:29
Status: Unpublished
URI: http://eprints.whiterose.ac.uk/id/eprint/42648

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