ISSN 1997-7670 (Print)
ISSN 2541-8785 (Online)

List of issues > Series «Mathematics». 2017. Vol. 20

A Computational Method for Solving N-Person Game

R. Enkhbat, S. Batbileg, N. Tungalag, Anton Anikin, Alexander Gornov

The nonzero sum n-person game has been considered. It is well known that the game can be reduced to a global optimization problem [5 7 14]. By extending Mills’ result [5], we derive global optimality conditions for a Nash equilibrium. In order to solve the problem numerically, we apply the Curvilinear Multistart Algorithm [2 3] developed for finding global solutions in nonconvex optimization problems. The proposed algorithm was tested on three and four person games. Also, for the test purpose, we have considered competitions of 3 companies at the bread market of Ulaanbaatar as the three person game and solved numerically.

Nash equilibrium, nonzero sum game, mixed strategies, curvilinear multistart algorithm

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