用并行顶点枚举法计算双矩阵对策的平衡点

J. Widger, Daniel Grosu
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引用次数: 5

摘要

均衡计算在经济学、控制理论和最近的计算机科学等许多领域都具有重要意义。我们重点研究了二人一般和范式博弈(也称为双矩阵博弈)中纳什均衡的计算。计算这些均衡的一种有效方法是枚举两个参与人的最佳对策多面体的顶点,并检查每一对顶点的均衡条件。本文设计并实现了一种基于顶点枚举的双矩阵博弈纳什均衡并行算法。我们通过在网格计算系统上进行大量的实验来分析所提出算法的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Computing Equilibria in Bimatrix Games by Parallel Vertex Enumeration
Equilibria computation is of great importance to many areas such as economics, control theory, and recently computer science. We focus on the computation of Nash equilibria in two-player general-sum normal form games, also called bimatrix games. One efficient method to compute these equilibria is based on enumerating the vertices of the best response polyhedrons of the two players and checking the equilibrium conditions for every pair of vertices. We design and implement a parallel algorithm for computing Nash equilibria in bimatrix games based on vertex enumeration. We analyze the performance of the proposed algorithm by performing extensive experiments on a grid computing system.
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