Computer Science – Computer Science and Game Theory
Scientific paper
2003-09-10
Proceedings of IEEE Congress on Evolutionary Computation 2003, vol.4, pp. 2482-2489
Computer Science
Computer Science and Game Theory
To appear in the Proceedings of IEEE Congress on Evolutionary Computation 2003 (CEC'03)
Scientific paper
Within the literature on non-cooperative game theory, there have been a number of attempts to propose logorithms which will compute Nash equilibria. Rather than derive a new algorithm, this paper shows that the family of algorithms known as Markov chain Monte Carlo (MCMC) can be used to calculate Nash equilibria. MCMC is a type of Monte Carlo simulation that relies on Markov chains to ensure its regularity conditions. MCMC has been widely used throughout the statistics and optimization literature, where variants of this algorithm are known as simulated annealing. This paper shows that there is interesting connection between the trembles that underlie the functioning of this algorithm and the type of Nash refinement known as trembling hand perfection.
McDonald Stuart
Wagner Liam
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