帳號:guest(18.222.21.175)          離開系統
字體大小: 字級放大   字級縮小   預設字形  

詳目顯示

以作者查詢圖書館館藏以作者查詢臺灣博碩士論文系統以作者查詢全國書目
作者(中文):陳子婷
作者(外文):Chen, Tzu-Ting
論文名稱(中文):基於生成函數之求解整數賽局純奈許均衡點的演算法實現
論文名稱(外文):Implementation of an Algorithm Solving for Pure Nash Equilibria on an Integer Programming Game using Rational Generating Function
指導教授(中文):李雨青
指導教授(外文):Lee, Yu-Ching
口試委員(中文):陳柏安
吳浩庠
口試委員(外文):Chen, Po-An
Wu, Hao-Hsiang
學位類別:碩士
校院名稱:國立清華大學
系所名稱:工業工程與工程管理學系
學號:110034509
出版年(民國):112
畢業學年度:111
語文別:英文
論文頁數:44
中文關鍵詞:整數賽局純奈許均衡點有理生成函數泛化性奈許均衡問題賽局理論演算法實現
外文關鍵詞:Integer programming gamePure Nash equilibriumShort rational generating functionGeneralize Nash equilibrium problemGame theoryComputing algorithm
相關次數:
  • 推薦推薦:0
  • 點閱點閱:154
  • 評分評分:*****
  • 下載下載:0
  • 收藏收藏:0
求解整數賽局純奈許均衡的演算法在決策科學領域一直是不斷被探討的議題。很多研究都提出了有效率的方法來求解,像是搜尋、逼近或是窮舉法演算法。但是,這些演算法都存在限制,例如搜尋和逼近演算法通常只找尋一組奈許均衡點,而窮舉法則是太過於耗時。因此,我們實現了一個基於生成函數的演算法。
根據過去的文獻顯示,在整數賽局中,玩家的擴展策略可以被表示成有理生成函數的形式,我們便能利用生成函數的特性來有效的求解純奈許均衡點。這個方法是將非奈許均衡點以限制式的方式表達出來,再利用生成函數的特性計算出純奈許均衡點的集合。接下來運用二元搜尋找出所有純奈許均衡點。計算過程中需使用Residue去計算有理生成函數所包含整數點個數的近似值,自然會產生一些數值誤差。因此我們在演算法最後建立驗證的步驟,將找出的奈許均衡點代入原問題確認。
相較過去提出的演算法通常限制於解決正則形式賽局問題 (Sandholm et al., 2005; Porter et al., 2008; Wu et al., 2014) 且每個玩家的策略集數目通常不超過500 (Sagratella, 2016; Carvalho et al., 2021) , 我們實現的演算法可以 1) 應用在任何以多面體策略集表示的賽局問題上,包含GENP;2) 有能力解決玩家策略數較多的賽局問題;3) 在可接受的時間範圍內,可以列出所有的純奈許均衡點。除此之外,我們也在研究中提出四種不同的實例來驗證演算法的可行性。實證的過程中我們發現演算法的計算與搜尋速度取決於玩家策略集數目及問題的維度,當玩家的擴展策略數越多或是維度越大時,所需時間就比較長。我們的實證結果可以歸類當玩家策略集數目不超過560時,我們的演算法可以在5秒內找到所有純奈許均衡點;當玩家策略集數目不超過7650時,我們的演算法可以在12分鐘內找出所有純奈許均衡點。
Finding Pure Nash Equilibrium (PNE) in Integer Programming Games (IPG) has been a long-standing issue. Searching, heuristic, and enumerating algorithms have been developed to find PNE, however, these algorithms usually have some limitations. For example, searching and heuristic algorithms can only find one PNE, and the enumeration algorithm is time-consuming. Thus, we propose an algorithm that can find all PNE using the short rational generating function.
Based on existing studies, the extended deviated profile of each player can be encoded into the short rational generating function. This algorithm computes the set containing PNE by subtracting all extended profiles from the extended deviated profile of each player. Next, we enumerate all PNE via binary search. In the enumeration process, the ordinary method - residue approach - to counting the number of integer points encoded in the short rational generating function naturally causes numerical deviation. Therefore, we construct a validation process to check the output of the algorithm.
Compared to existing algorithms that can only solve problems in normal form (Sandholm et al., 2005; Porter et al., 2008; Wu et al., 2014) and median-and-small problems in finite time with the strategies size of each player under 500 (Sagratella, 2016; Carvalho et al., 2021), our proposed algorithm can: i) apply to games with polyhedron strategies set; ii) have the capability to solve large-size strategies sets of each player; iii) find entire PNE in an acceptable running time. Moreover, we implemented our algorithm on different kinds of examples: traveler's dilemma, normal form, and knapsack game. The results show that the running time for finding PNE is determined by the size of the player's strategies set, and the dimension of the problem usually affects the strategies size. We can conclude that if the problem's strategies size of each player is under 560, we can solve it within 5 seconds. For the large-size problems where the strategies size of each player is 7650, we can deal with it within 12 minutes.
1. Introduction 7
2. Literature Review 10
2.1 Algorithm for Finding Mixed Nash Equilibrium of integer-valued strategies set 11
2.2 Algorithm for Finding Pure Nash Equilibrium on IPG 12
3. Methodology 14
3.1 Nash Equilibria 15
3.1.1 Extended Game 15
3.1.2 The extended deviated profile of each player 16
3.1.3 Normal-form Game 17
3.2 Short Rational Generating Function 18
3.2.1 Residue approach 18
3.2.2 Hadamard product 21
3.3 Algorithm 22
4. Implementation 33
5. Conclusion 40
6. Reference 42
1. Herings, P. J. J., & Van Den Elzen, A. (2002). Computation of the Nash equilibrium selected by the tracing procedure in n-person games. Games and Economic Behavior, 38(1), 89-117.
2. Porter, R., Nudelman, E., & Shoham, Y. (2008). Simple search methods for finding a Nash equilibrium. Games and Economic Behavior, 63(2), 642-662.
3. Sandholm, T., Gilpin, A., & Conitzer, V. (2005, July). Mixed-integer programming methods for finding Nash equilibria. In AAAI (pp. 495-501).
4. Carvalho, M., Lodi, A., & Pedroso, J. P. (2022). Computing equilibria for integer programming games. European Journal of Operational Research.
5. Avis, D., Rosenberg, G. D., Savani, R., & Von Stengel, B. (2010). Enumeration of Nash equilibria for two-player games. Economic theory, 42(1), 9-37.
6. Gabriel, S. A., Siddiqui, S. A., Conejo, A. J., & Ruiz, C. (2013). Solving discretely-constrained Nash–Cournot games with an application to power markets. Networks and Spatial Economics, 13(3), 307-326.
7. Wu, Z., Dang, C., Karimi, H. R., Zhu, C., & Gao, Q. (2014). A mixed 0-1 linear programming approach to the computation of all pure-strategy nash equilibria of a finite n-person game in normal form. Mathematical Problems in Engineering, 2014.
8. Köppe, M., Ryan, C. T., & Queyranne, M. (2011). Rational generating functions and integer programming games. Operations research, 59(6), 1445-1460.
9. Del Pia, A., Ferris, M., & Michini, C. (2017). Totally unimodular congestion games. In Proceedings of the Twenty-Eighth Annual ACM-SIAM Symposium on Discrete Algorithms (pp. 577-588). Society for Industrial and Applied Mathematics.
10. Sagratella, S. (2016). Computing all solutions of Nash equilibrium problems with discrete strategy sets. SIAM Journal on Optimization, 26(4), 2190-2218.
11. Carvalho, M., Dragotto, G., Lodi, A., & Sankaranarayanan, S. (2021). The Cut and Play Algorithm: Computing Nash Equilibria via Outer Approximations. arXiv preprint arXiv:2111.05726.
12. Woods, K. M. (2004). Rational generating functions and lattice point sets. University of Michigan.
13. Barvinok, A., & Pommersheim, J. E. (1999). An algorithmic theory of lattice points in polyhedra. New perspectives in algebraic combinatorics, 38, 91-147.
14. De Loera, J. A., Hemmecke, R., & Köppe, M. (2009). Pareto optima of multicriteria integer linear programs. INFORMS Journal on Computing, 21(1), 39-48.
15. De Loera, J. A., Haws, D., Hemmecke, R., Huggins, P., Sturmfels, B., & Yoshida, R. (2004). Short rational functions for toric algebra and applications. Journal of Symbolic Computation, 38(2), 959-973.
16. Woods, K., & Yoshida, R. (2005). Short rational generating functions and their applications to integer programming. SIAG/OPT Views and News, 16, 15-19.
17. Barvinok, A., & Woods, K. (2003). Short rational generating functions for lattice point problems. Journal of the American Mathematical Society, 16(4), 957-979.
18. Lasserre, J. B. (2004). Integer programming, Barvinok's counting algorithm and Gomory relaxations. Operations Research Letters, 32(2), 133-137.
19. De Loera, J. A., Hemmecke, R., Tauzer, J., & Yoshida, R. (2004). Effective lattice point counting in rational convex polytopes. Journal of symbolic computation, 38(4), 1273-1302.
20. Beck, M. (2000). Counting lattice points by means of the residue theorem. The Ramanujan Journal, 4(3), 299-310.
21. Barvinok, A. (2007). Lattice points, polyhedra, and complexity. Geometric Combinatorics, IAS/Park City Mathematics Series, 13, 19-62.
22. Wang, Fang & Lee (2023). Finding all integer-valued generalized Nash equilibrium solutions over a polyhedron using short rational generating functions, manual script.
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
* *