针对N个参与人同时博弈的Nash平衡问题,提出了一种非精确非线性Jacobi算法.在适当条件下,证明了所提出的算法全局地收敛到Nash平衡点.
This paper proposes a nonlinear Jacobi method for finding a Nash equilibrium of a class of simultaneous game. Under some suitable conditions, the globally convergence to Nash equilibrium of the proposed method is proved.