随机广义Nash均衡在电商领域中的应用研究

Application of Stochastic Generalized Nash Equilibrium to E-Commerce

摘要: 随着新时代的蓬勃发展，电商领域取得了历史性突破，但也伴随着许多不确定性问题显现。随机广义Nash均衡是非合作博弈的重要概念，在现代经济学的研究中具有重要地位。本文从随机广义Nash均衡的角度来分析电商领域中的实际问题，将电商领域中的问题等价于对应的随机广义Nash均衡问题。同时，采用样本平均近似法(SAA)处理随机因素，利用Nikaido-Isoda函数和改进的差分进化算法进行求解。最后，给出一个关于电商平台对应生产厂商产品生产数量问题的实例。结果显示，利用随机广义Nash均衡和差分进化算法来解决电商领域中的实际问题具有可行性，对电商平台的进一步发展具有研究意义。

Abstract: With the booming development of the new era, the field of e-commerce has made a historic breakthrough, but it is also accompanied by many revealed uncertainty problems. Stochastic Generalized Nash Equilibrium is an important concept of non-cooperative game, which occupies an important position in the study of modern economics. In this paper, we analyze the practical problems in the field of e-commerce from the perspective of Stochastic Generalized Nash Equilibrium, and equate the problems in the field of e-commerce with the corresponding Stochastic Generalized Nash Equilibrium problems. Meanwhile, the Sample Average Approximation (SAA) method is adopted to deal with the stochastic factors, and the Nikaido-Isoda function and the improved differential evolutionary algorithm are used for the solution. Finally, an example is given of the problem of the number of products produced by the corresponding manufacturer of the e-commerce platform. The results show that it is possible to use stochastic generalized Nash equilibrium and differential evolution algorithms to solve practical problems in the field of e-commerce, which has research implications for the further development of e-commerce platforms.