Differential evolution for discrete-time large dynamic games

Discrete-time dynamic games capture changes within game parameters (payoffs), representing thus a more realistic real-world decision model. A new approach to equilibria detection and tracking in a dynamic game setting, called Dynamic Equilibrium Tracking Differential Evolution, is proposed. A discrete-time dynamic asymmetric Cournot oligopoly is introduced and used to evaluate the proposed method by means of numerical experiments for instances up to 70 players. Results indicate the effectiveness and the potential of the proposed method.