相关均衡Correlated Equilibrium的线性规划解法（基于Matlab）

风后之子

于 2022-02-21 19:45:37 发布

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本文链接：https://blog.csdn.net/qq_39721119/article/details/123053810

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本文介绍了如何将相关均衡问题转化为线性规划问题，并使用MATLAB的linprog函数来求解。内容包括了针对行玩家和列玩家的约束条件，以及额外的限制条件，确保解决方案的可行性。

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相关均衡Correlated Equilibrium的Matlab解法

Consider the following normal form game

G

. Your task is to find the correlated equilibrium that maximizes the sum of players’ utilities, using Linear Programming in MATLAB. In your report, you need to present the equilibrium that you have computed, the linear program that you are solving (which should include the equilibrium conditions that are satisfied), and a screenshot of your MATLAB input AND output. Use the following ordering of variables when constructing your MATLAB input:

p_{XA}; p_{XB}; p_{XC}; p_{Y A}; p_{Y B}; p_{Y C}; p_{ZA}; p_{ZB}; p_{ZC}

	A	B	C
X	10,5	0,6	0,0
Y	7,7	0,0	6,0
Z	0,0	7,7	5,10

We can formulate the correlated equilibrium as the form below, wherein $v_{ij}$ is the total payoff for the corresponding strategy. Then we can use the linprog in MATLAB to solve the above LP.

$\max \sum_{i\in\{X,Y,Z\}}\sum_{j\in\{A,B,C\}} v_{i,j}\cdot p_{i,j}\\ s.t. \quad row \ player:\\ 10p_{XA}+0p_{XB}+0p_{XC} \ge 7p_{XA}+0p_{XB}+6p_{XC}\\ 10p_{XA}+0p_{XB}+0p_{XC} \ge 0p_{XA}+7p_{XB}+5p_{XC}\\ 7p_{YA}+0p_{YB}+6p_{YC} \ge 10p_{YA}+0p_{YB}+0p_{YC}\\ 7p_{YA}+0p_{YB}+6p_{YC} \ge 0p_{YA}+7p_{YB}+5p_{YC}\\ 0p_{ZA}+7p_{ZB}+5p_{ZC} \ge 10p_{ZA}+0p_{ZB}+0p_{ZC}\\ 0p_{ZA}+7p_{ZB}+5p_{ZC} \ge 7p_{ZA}+0p_{ZB}+6p_{ZC}\\ column \ player:\\ 5p_{XA}+7p_{YA}+0p_{ZA} \ge 6p_{XA}+0p_{YA}+7p_{ZA}\\ 5p_{XA}+7p_{YA}+0p_{ZA} \ge 0p_{XA}+0p_{YA}+10p_{ZA}\\ 6p_{XB}+0p_{YB}+7p_{ZB} \ge 5p_{XB}+7p_{YB}+0p_{ZB}\\ 6p_{XB}+0p_{YB}+7p_{ZB} \ge 0p_{XB}+0p_{YB}+10p_{ZB}\\ 0p_{XC}+0p_{YC}+10p_{ZC} \ge 5p_{XC}+7p_{YC}+0p_{ZC}\\ 0p_{XC}+0p_{YC}+10p_{ZC} \ge 6p_{XC}+0p_{YC}+7p_{ZC}\\ other \ constraints:\\ \sum_{i\in\{X,Y,Z\}}\sum_{j\in\{A,B,C\}} p_{i,j}=1\\ 0\le p_{i,j} \le 1 \quad \forall i\in\{X,Y,Z\},j\in\{A,B,C\}$