• 《博弈模型的构建、分析与智能算法研究》
  • 作者:杨彦龙著
  • 单位:贵州大学
  • 论文名称 博弈模型的构建、分析与智能算法研究
    作者 杨彦龙著
    学科 计算机软件与理论. 博弈论及其应用
    学位授予单位 贵州大学
    导师 向淑文指导
    出版年份 2018
    中文摘要 博弈论是研究冲突与合作问题的重要理论工具,广泛应用于经济学、社会学、计算机科学、军事理论、生物学等领域的研究,非合作博弈是博弈论的重要组成部分,Nash平衡是非合作博弈的核心概念。准确解释现实中的博弈问题或者预测博弈问题中局中人的行为,建立恰当的博弈模型是重要前提;其次需要考虑Nash平衡是否存在以及Nash平衡如何实现,即Nash平衡的存在性和计算;另外,由于Nash平衡的多重性,即Nash平衡并不一定唯一,甚至有无穷多个,导致局中人很难一致地预测到某一Nash平衡,因此Nash平衡的精炼成为博弈论的研究重点;如何选择满意的Nash平衡以及同一个博弈模型的Nash平衡之间存在哪些关系,这些都是影响博弈论应用的重要因素。本论文围绕策略选择不确定性的博弈模型,双矩阵博弈模型及Nash平衡的计算进行研究,主要内容如下: 第一部分:基于策略选择不确定性的博弈模型。 在经典博弈模型中,一般假设局中人是完全理性的、不会出错的、绝对自利的,这样的假设过于苛刻。考虑局中人的社会属性,即会受环境影响、情绪波动、共同知识局限等因素的影响,在其选择策略时会发生客观或主观偏差,并且允许局中人之间彼此观察。考虑以上因素并根据局中人的不同类型,分别建立了保守型决策博弈、风险型决策博弈及平衡型决策博弈等模型,利用集值映射,不动点定理,Ky Fan变分不等式等工具,给出了保守型决策博弈、风险型决策博弈及平衡型决策博弈Nash平衡的存在性结果;考虑支付函数扰动,给出了保守型决策博弈Nash平衡及风险型决策博弈Nash平衡的通有稳定性结果,进一步考虑支付函数与策略集同时扰动,给出了保守型决策博弈Nash平衡的强本质连通区的存在性结果;最后,利用两个平衡型决策博弈模型分析Nash平衡的精炼及实现的实际意义,即当博弈模型中的局中人由完全“理性人”描述转化为在选择策略时会发生摇摆的“社会人”时,基于策略选择不确定性的博弈模型形成的平衡更容易解释现实社会中的博弈问题。 第二部分:双矩阵博弈的分类及其策略组合研究。 基于非合作博弈的Nash平衡主要取决于局中人的最优反应策略,因此,利用博弈的最优反应映射研究非合作博弈的结构将极大地简化博弈支付函数变化带来的复杂性。尝试用最优反应映射来研究非合作博弈的结构,针对双矩阵博弈(二人有限非合作博弈),建立了双矩阵博弈与自然数集上的变换之间的关系;并给出了满足(BG)条件的双矩阵博弈类型,证明了该类博弈在双矩阵博弈中占有大多数,及所有满足(BG)条件的双矩阵博弈类型可以经过重复剔除劣策略,将其转化为支付矩阵为方阵的博弈模型;通过对局中人的最优反应映射及最优反应变换进行分类,实现对双矩阵博弈模型的分类,证明了绝大多数双矩阵博弈都可认为是由“夫妻之争”和“石头、剪刀、布”两种基本类型的子博弈构成。 初步研究双矩阵博弈混合策略平衡与纯策略平衡之间的关系,即如何利用两个纯策略平衡构造混合策略平衡,及研究完全混合策略与带约束条件的线性方程组解的等价性,从支付矩阵的结构探索Nash平衡的计算。 第三部分:计算Nash平衡的混合智能算法。 设计了3种混合智能算法计算n人有限非合作博弈模型的Nash平衡。 剖分分块算法Ⅰ:对博弈模型的策略组合空问进行剖分,利用支付函数的连续性、策略组合空间的紧性、及构造的适应度函数剔除掉策略组合空间中不存在Nash平衡的区域,保留可能存在Nash平衡的区域,如此循环直到满足Nash平衡的精度要求,计算出全部Nash平衡,该算法旨在研究Nash平衡的可计算性;并设计了剖分分块算法Ⅰ与粒子群算法结合的混合智能算法,先对策略组合空间进行筛选,然后在可能存在Nash平衡的较小区域搜索,该混合智能算法减少了搜索区域,且可以一次计算出大多数Nash平衡。 剖分分块算法Ⅱ:首先对策略组合空间进行剖分,利用近似Nash平衡在策略组合空间中的分布位置,设计合适的子块选择及子块表示规则,把一个博弈模型的混合策略Nash平衡计算问题转化为具有有限个纯策略博弈模型的纯策略Nash平衡计算问题,该算法可以通过一次运算计算出多个且精度较高的Nash平衡;并将剖分分块算法Ⅱ与群智能算法结合,该混合智能算法较剖分分块算法Ⅱ提高了运算速度,较一般群智能算法提高了收敛精度,且可以通过一次运算计算出多个Nash平衡。 群智能混合算法:随着局中人数量或局中人纯策略数量的增加,使得搜索区域维数增加,设计粒子群算法与拟最速下降算法组成的混合智能算法,计算多局中人或多策略博弈的Nash平衡,该混合智能算法避免了经典粒子群算法在计算高维问题时易陷入“早熟”的缺陷。 关键词:博弈论;不确定性;Nash平衡;混合智能算法;分类。
    英文摘要 Game theory is an important theoretical tool for studying conflict and cooperation issues, widely used in economics, sociology, computer science, military theory, biology and other fields of research. If we explain or predict the real game problems accurately, establishing an appropriate game model is an important prerequisite, and then consider whether the game model has Nash equilibrium and how to find Nash equilibrium. Nash equilibrium is not necessarily unique, even infinite, how to choose a satisfied Nash equilibrium? what are the relationships between Nash equilibriums in the same game model? The main research contents of this thesis are as follows: Firstly, considering the impact of environmental factors, emotions, etc. The players in the game are perturbed when choosing the strategy. By the tools such as set value mapping, fixed point theorem, Ky Fan variational inequality and so on, conservative game model, risk game model and balanced game model are established respectively, then obtain some existence theorems and and some results of stability of Nash equilibrium in these models. Two models are used to analyze how to realize the refinement of Nash equilibriums and the meaning of the model. It is easier to explain the game problems by the equilibriums of the game models which are based on the uncertainty of strategy selection, when the people in the game models are transformed from the complete "rational person" to the "social man". Secondly, the Nash equilibrium of noncooperative game is mainly determined by the best reply mappings of the players in the bimatrix game, therefore, using the best reply mappings of game theory to study the structure of noncooperative game will greatly simplify the complexity brought by the change of payment functions. We try to use the best reply mapping to study the structure of noncooperative game. The relationship between two bimatrix game and transformation on natural number set is established. From the meaning of Baire classification and Lebesgue measure, it is proved that the double matrix games which satisfies (BG) condition are most of the bimatrix games, and all the bimatrix game models satisfying the (BG) condition can be repeated to eliminate the bad strategy and transform it into a game model with the payment matrix as a matrix. By classifying the best reply mappings of the players in the bimatrix game, give the result that the most of the bimatrix games are construct with the two subgames "Game of Battle of Sex" and "Game of Rock-paper-scissors", and study the relations of the Nash equilibrium between the pure strategy and mixed strategy. In the last, establish three hybrid algorithms for solving Nash equilibrium of n-person non-cooperative games. In Dividing algorithm Ⅰ, divid the strategys sets into finite subsets, eliminate the subsets which do not contain Nash equilibiums, by Particle swarm optimization algorithm search Nash equilibriums the subsets which perhaps contain Nash equilibrium. In Dividing Algorithm Ⅱ, divid the strategys sets into finite subsets, and design selection rules and indicate rules of the subsets, then by Fireworks algorithm search Nash equilibriums in the selected subset. In the end, design hybrid algorihms by Particle swarm optimization algorithm and quasi Steepest descent algorithm search Nash equilibriums of the game models with many players or many strategys. Key words: Game theory; Uncertainty; Nash equilibrium; Hybrid intelligent algorithms; Classification.
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