Detail publikace

Efficient Computing of Correlated Equilibria in Multi-Player Games

Originální název

Efficient Computing of Correlated Equilibria in Multi-Player Games

Anglický název

Efficient Computing of Correlated Equilibria in Multi-Player Games

Jazyk

en

Originální abstrakt

This paper deals with modelling and simulation of intelligent agents doing strategic decision making which we describe by terms of mathematical game theory. We have developed a package of computer models representing Central-European electricity markets having integrated intelligent behavior of electricity producers, traders and consumers. This work required a very detailed research in algorithmics and optimization of our game theoretic models because of their large time complexity. We adopted Aumann's correlated equilibrium as a basic concept of game equilibria. In this paper, we describe a very efficient general computerized algorithm of solving the multi-player game situations through the correlated equilibrium. Core of the presented method is based on iterative elimination of dominated strategies.

Anglický abstrakt

This paper deals with modelling and simulation of intelligent agents doing strategic decision making which we describe by terms of mathematical game theory. We have developed a package of computer models representing Central-European electricity markets having integrated intelligent behavior of electricity producers, traders and consumers. This work required a very detailed research in algorithmics and optimization of our game theoretic models because of their large time complexity. We adopted Aumann's correlated equilibrium as a basic concept of game equilibria. In this paper, we describe a very efficient general computerized algorithm of solving the multi-player game situations through the correlated equilibrium. Core of the presented method is based on iterative elimination of dominated strategies.

BibTex


@inproceedings{BUT32102,
  author="Martin {Hrubý} and Petr {Čambala}",
  title="Efficient Computing of Correlated Equilibria in Multi-Player Games",
  annote="This paper deals with modelling and simulation of intelligent agents doing
strategic decision making which we describe by terms of mathematical game theory.
We have developed a package of computer models representing Central-European
electricity markets having integrated intelligent behavior of electricity
producers, traders and consumers. This work required a very detailed research in
algorithmics and optimization of our game theoretic models because of their large
time complexity. We adopted Aumann's correlated equilibrium as a basic concept of
game equilibria. In this paper, we describe a very efficient general computerized
algorithm of solving the multi-player game situations through the correlated
equilibrium. Core of the presented method is based on iterative elimination of
dominated strategies.",
  address="ACTA Press",
  booktitle="Proceedings of 12th IASTED Conference on Artificial Intelligence and Soft Computing",
  chapter="32102",
  edition="NEUVEDEN",
  howpublished="print",
  institution="ACTA Press",
  year="2008",
  month="june",
  pages="185--191",
  publisher="ACTA Press",
  type="conference paper"
}