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CCGnet: A deep learning approach to predict Nash equilibrium of chance-constrained games.

Authors :
Wu, Dawen
Lisser, Abdel
Source :
Information Sciences. May2023, Vol. 627, p20-33. 14p.
Publication Year :
2023

Abstract

This paper proposes a novel method for efficiently finding the Nash equilibrium in a chance-constrained game (CCG). Conventional numerical solution methods require significant computational time when solving multiple instances of CCG. We introduce CCGnet, a deep learning approach that is capable of efficiently solving multiple instances of CCG in a one-shot manner. CCGnet employs a specialized network structure and training algorithm based on neurodynamic optimization. We demonstrate the strong performance of CCGnet in practice and show that our proposed method outperforms conventional methods. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00200255
Volume :
627
Database :
Academic Search Index
Journal :
Information Sciences
Publication Type :
Periodical
Accession number :
162255813
Full Text :
https://doi.org/10.1016/j.ins.2023.01.064