Computer Engineering and Applications ›› 2009, Vol. 45 ›› Issue (27): 39-42.DOI: 10.3778/j.issn.1002-8331.2009.27.013

• 研究、探讨 • Previous Articles     Next Articles

New algorithm for solving equilibria of two-player sequential games

HUANG Wu-jun1,WU Qi-di1,2,YANG Ji-jun1,FENG Yun-sheng1,XU Wei-sheng2   

  1. 1.School of Economics & Management,Tongji University,Shanghai 201804,China
    2.School of Electronics and Information Engineering,Tongji University,Shanghai 201804,China
  • Received:2008-10-23 Revised:2009-06-12 Online:2009-09-21 Published:2009-09-21
  • Contact: HUANG Wu-jun

一种求解二人序贯博弈均衡的新算法

黄武军1,吴启迪1,2,杨继君1,冯云生1,许维胜2   

  1. 1.同济大学 经济与管理学院,上海 201804
    2.同济大学 电子与信息工程学院,上海 201804
  • 通讯作者: 黄武军

Abstract: Although the linear programming approach to the zero-sum games of normal form has its unique advantages,it is powerless to solve the equilibria of zero-sum sequential games.And the commonly used method of such backward induction has its inherent shortcomings.For these reasons,first of all,the definitions of the action sequence and realization probability and related theorems are introduced.On this basis,combining linear programming ideas,the new algorithm for solving the equilibria of two-player and zero-sum sequential games is deduced.The ultimate goal of the algorithm is to transfer the equilibria of sequential games into the linear program,and it is very easy to solve the equilibria of games through using ready-made linear programming software such as LINDO/LINGO software.Therefore the proposed method to easily solve such problems has the theoretical value and practical value.Finally,an example of comparative analysis shows that the proposed method is effective and feasible.

Key words: two-player sequential games, action sequence, realization probability, linear program

摘要: 虽然线性规划方法处理正规型零和博弈均衡问题有其独特的优点,但对零和序贯博弈均衡问题的求解却无能为力,而常用的逆向归纳法求解该类问题也有其固有的不足。鉴于上述原因,首先在序贯型博弈中定义了行动序列和实现概率等概念并给出相关定理。在此基础上,结合线性规划的思想,推出了求解二人零和序贯博弈均衡的新算法。该算法的目的是把序贯型博弈纳什均衡求解问题转化为线性规划问题,然后通过使用现成的线性规划软件(比如LINDO/LINGO软件)进行求解。该算法对解决该类问题提供了新的途径,具有一定的理论价值和实用价值。最后的算例对比分析说明了算法的可行性和有效性。

关键词: 二人序贯博弈, 行动序列, 实现概率, 线性规划

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