论文标题

计算整数编程游戏的NASH平衡

Computing Nash equilibria for integer programming games

论文作者

Carvalho, Margarida, Lodi, Andrea, Pedroso, João Pedro

论文摘要

最近定义的整数编程游戏(IPG)模型情况,其中多个自私的决策者相互作用,其策略集由有限的线性约束以及整数要求表示。许多现实世界中的问题都可以适当地适合此类,因此预期IPG结果对政策制定者和监管机构至关重要。纳什平衡已被广泛接受为游戏的解决方案概念。因此,他们的计算提供了对游戏结果的合理预测。 在本文中,我们首先显示了确定IPG的NASH平衡存在的计算复杂性。然后,使用足够的条件来存在它们,我们开发了两种一般算法方法,这些方法可以保证在轻度条件下近似平衡。我们还展示了如何更改我们的方法以确定其他均衡定义。通过背包游戏,竞争性的批量游戏和肾脏交换游戏,通过计算实验分析了我们方法的性能。据我们所知,这是设计和计算测试的一般整数编程游戏的平衡计算方法。

The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer requirements. Many real-world problems can suitably be fit in this class, and hence anticipating IPG outcomes is of crucial value for policy makers and regulators. Nash equilibria have been widely accepted as the solution concept of a game. Consequently, their computation provides a reasonable prediction of the games outcome. In this paper, we start by showing the computational complexity of deciding the existence of a Nash equilibrium for an IPG. Then, using sufficient conditions for their existence, we develop two general algorithmic approaches that are guaranteed to approximate an equilibrium under mild conditions. We also showcase how our methodology can be changed to determine other equilibria definitions. The performance of our methods is analyzed through computational experiments in a knapsack game, a competitive lot-sizing game, and a kidney exchange game. To the best of our knowledge, this is the first time that equilibria computation methods for general integer programming games have been designed and computationally tested.

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