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An evolutionary algorithm based on Nash Dominance for Equilibrium Problems with Equilibrium Constraints

机译：具有纳什优势的带有平衡约束的平衡问题的进化算法

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摘要

This paper introduces an evolutionary algorithm for the solution of a class of hierarchical ("leader-follower") games known as Equilibrium Problems with Equilibrium Constraints (EPECs). In one manifestation of such games, players at the upper level who assume the role of leaders, are assumed to act non cooperatively to maximize individual payoffs. At the same time, each leader's payoffs are constrained not only by their competitor's actions but also by the behaviour of the followers at the lower level which manifests in the form of an equilibrium constraint. By a redefinition of the selection criteria used in evolutionary methods, the paper demonstrates that the solution for such games can be found via a simple modification to a standard evolutionary multiobjective algorithm. We give a proposed algorithm (NDEMO) and illustrate it with numerical examples drawn from both the transportation systems management literature and the electricity generation industry underlying the applicability of NDEMO in multidisciplinary contexts.
机译：本文介绍了一种进化算法，用于求解一类具有均衡约束的均衡问题（EPEC）的等级（“领导者”）博弈。在这种游戏的一种体现中，假设扮演领导角色的上层玩家采取非合作行动以最大程度地提高个人收益。同时，每位领导者的收益不仅受到其竞争对手的行动的约束，而且还受到跟随者在较低层次上的行为的制约，这种行为以均衡约束的形式表现出来。通过重新定义进化方法中使用的选择标准，本文证明了可以通过对标准的进化多目标算法进行简单修改来找到此类游戏的解决方案。我们给出了一种提议的算法（NDEMO），并用从交通系统管理文献和发电行业汲取的数值示例对其进行了举例说明，这些示例是NDEMO在多学科环境中的适用性的基础。

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