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سی و دومین کنفرانس بین المللی مهندسی برق
An Analysis of Nash Equilibrium Learning through Myopic Decision-making in Incomplete Information Double Sided Auction Games within Markets
نویسندگان :
Hesam Farzaneh
1
Parsa Zholideh
2
1- دانشگاه تهران
2- دانشگاه صنعتی امیر کبیر
کلمات کلیدی :
auction game،myopic،repeated games،Nash
چکیده :
In a uniform price double-sided auction game, sellers and buyers bid supply and demand functions as strategies to gain the maximum profit. In this paper, the game's Nash equilibrium point is achieved and shown that it always exists and is unique. In addition, a gradient learning method, namely myopic decision-making, is proposed for decision-making in repeated games where players have no information about the rival's payoff functions or past actions. The equilibrium point of the learning dynamics is derived and shown to be the Nash equilibrium point of the game. Moreover, the stability of the proposed learning method is studied through the discrete-time converse Lyapunov theorem, and the domain of attraction of the system is characterized.
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بیشتر
ثمین همایش، سامانه مدیریت کنفرانس ها و جشنواره ها - نگارش 44.7.2
