A novel method to compute Nash equilibrium in non-cooperative n-person games based on differential evolutionary algorithm

Abstract

Nash equilibrium constitutes a central solution concept in game theory. In this paper, a Nash equilibrium of a finite n-person non-cooperative game can be formulated to an non-linear optimal solution of the optimization model with zero optimal value. This paper investigates the effectiveness of differential evolutionary optimization to compute Nash equilibrium of non-cooperative n-person games, as global minimum of a real-valued function. The experiments demonstrate the feasibility of this approach for finding an equilibrium of an N-person game.