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arXiv 0901.3615cs.GTcs.CC
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纳什均衡的构造性推广

A Constructive Generalization of Nash Equilibrium

Xiaofei Huang

摘要:

在一个多人的社会中,如果每个人都只关心自己的收益最大化,那么社会是否存在均衡呢?约翰·纳什在50多年前证明了一个均衡总是存在的,没有人会从单方面改变他的策略中受益。纳什均衡是博弈论中的一个核心概念,它为社会科学和经济学提供了数学基础。但是,原始定义是声明性的,没有包含找到它们的解决方案。后来发现,在计算上很难找到一个纳什均衡。此外,纳什均衡可能是不稳定的,对支付函数的最小变化敏感。更糟糕的是,一个有自私个体的社会可能会有大量的均衡,这使得找到全局最优均衡变得非常困难。本文对纳什均衡进行了一个建设性的推广,以涵盖当个体的自私性以可控的方式降低到较低水平时的情形。这表明,当自私降低到一定程度时,社会存在一个且只有一个均衡。当每个个体都遵循本文提出的迭代软决策优化过程时,社会在任何初始条件下都以指数速度收敛到唯一均衡。当它同时是一个共识均衡时,它必须是全局最优。本文的研究表明,为了建立一个良好的、稳定的社会(包括金融市场),使社会中的每个人都能从中受益,每个人对最大收益的追求应该在一定程度上受到控制,无论是通过自愿的良好公民行为还是通过适当的监管。

英文摘要:

In a society of multiple individuals, if everybody is only interested in maximizing his own payoff, will there exist any equilibrium for the society? John Nash proved more than 50 years ago that an equilibrium always exists such that nobody would benefit from unilaterally changing his strategy. Nash Equilibrium is a central concept in game theory, which offers the mathematical foundation for social science and economy. However, the original definition is declarative without including a solution to find them. It has been found later that it is computationally difficult to find a Nash equilibrium. Furthermore, a Nash equilibrium may be unstable, sensitive to the smallest variation of payoff functions. Making the situation worse, a society with selfish individuals can have an enormous number of equilibria, making it extremely hard to find out the global optimal one. This paper offers a constructive generalization of Nash equilibrium to cover the case when the selfishness of individuals are reduced to lower levels in a controllable way. It shows that the society has one and only one equilibrium when the selfishness is reduced to a certain level. When every individual follows the iterative, soft-decision optimization process presented in this paper, the society converges to the unique equilibrium with an exponential rate under any initial conditions. When it is a consensus equilibrium at the same time, it must be the global optimum. The study of this paper suggests that, to build a good, stable society (including the financial market) for the benefit everyone in it, the pursuing of maximal payoff by each individual should be controlled at some level either by voluntary good citizenship or some proper regulations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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