Nash equilibrium points and their finding for nonsmooth case

arXiv1902.01285MaRDI QIDQ6313583FDOQ6313583

Publication date: 1 February 2019

Abstract: The purpose of this work was the development of numerical methods for finding equilibrium points in the model, damage, loss or income functions of the objects of which are described by convex functions. Such models can be found in medicine, economics, game theory, and biology. Knowledge of the equilibrium points is important for our life, since all complex structures, such as any highly developed living organism, our society and also multi-competitive organizations in economics, biology and game theory strive for them. To reduce a more complicated case with nonsmooth functions describing the state of each element of the system as damage, loss, or profit, to a case with smooth functions the Steklov average integrals are used that turn nonsmooth functions into smooth ones, for which previously developed numerical methods can be used for finding equilibrium points. During the process of optimization, the diameters of the sets over which the averaging takes place are decreased. The numerical methods for finding the equilibrium points in the more general non-smooth case are constructed. The convergence of all limit points to the equilibrium points is proved. It is concluded that it is necessary to apply new methods for finding Nash equilibrium points in the nonsmooth case, as well as to obtain the set of all such points in order to analyze it and select the most optimal solutions.

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