Koh, Andrew (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 (Unpublished)
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.
|Institution:||The University of Leeds|
|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:||07 Feb 2017 17:33|