Department of Industrial Engineering & Decision Analytics [Joint IEDA/ISOM] seminar - Global Optimization Method for the Berge Equilibrium in a Bimatrix Game
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This talk presents a global optimization approach for computing the Berge equilibrium in bimatrix games with mixed strategies. Although the existence of such an equilibrium has been established in previous research, its computation remains challenging due to the problem's inherent nonconvexity. We reformulate the problem within the Difference-of-Convex (D.C.) programming framework and demonstrate that it can be effectively solved using global optimization methods. The proposed approach contributes to the computational study of cooperative equilibrium in nonzero-sum games.
Mengkezhula currently is a PhD student in Applied Mathematics, National University of Mongolia. She obtained MSc in Applied Mathematics, National University of Mongolia (2022–2024) and BSc in Statistics, Inner Mongolia University (2014–2018) . Her research Focus is Game theory equilibria (Nash/Berge), DC programming, global optimization, and applications in economics and data science.