Modelling and Simulation of Intelligent Systems

Czech title:Výzkum metod modelování a simulace inteligentních systémů
Research leader:Hrubý Martin
Agency:Czech Science Foundation
Code:GP102/06/P309
Start:2006-01-01
End:2008-12-31
Keywords:intelligent systems, algorithmic game theory
Annotation:
The project interconnects computer modeling, simulation, game theory and applications of strategic decision models in economic problems. The project deals with a general methodology of modeling the decision situations, which was later extended to multi-dimensional decision making. Regarding the multi-dimensional decisions, three basic forms of the decision combinations were shown together with a methodology of their composition. Some of the studied problems are directly connected to the Ph.D. thesis of the author. That is a methodology of game modeling based on a special application of the Automatic Information Net (AIN). A case-study published in one of the papers clearly presented that a game model implemented in the AIN manner can significantly speed up the computation when used in repeated experimenting (the model is treated as persistent and it evaluates just the consequences of the modified inputs). The algorithmic approaches to solving of extremely large multi-player games (e.g., the state space contains 10^30 members) can be without any doubt regarded as the main contribution of the project. Two methods (CE-Solver, FDDS) have been developed in order to allow an efficient reduction of state space of multi-player games and to determine the correlated equilibrium (Aumann, 1974). Both methods are parallelizable. The main theoretical outcomes of the project were summarized in form of two large scientific papers intended for peer-reviewed journals (one of them is currently in the review process). All the theoretical results have been verified during the practical implementation of models of strategic behavior of producers and consumers in the area of electro-energy commodity markets in Czech republic and Central Europe in cooperation with EGU Brno Ltd. Simulation results made by these models are required by the government organizations responsible for the electricity network management and maintenance (OTE, CEPS, MPO, ERÚ). The grant results thus serves for the management of the national electricity transmission system.

Products

2008CESolver: A tool for determination of the correlated game equilibrium, software, 2008
Authors: Hrubý Martin

Publications

2008HRUBÝ Martin and ČAMBALA Petr. Efficient Computing of Correlated Equilibria in Multi-Player Games. In: Proceedings of 12th IASTED Conference on Artificial Intelligence and Soft Computing. Calgery: ACTA Press, 2008, pp. 185-191. ISBN 978-0-88986-755-0.
 HRUBÝ Martin. Algorithmic Approaches to Game-theoretical Modeling and Simulation. AUCO Czech Economic Review. Praha: Charles University, 2008, vol. 2, no. 3, pp. 268-300. ISSN 1802-4696.
2007HRUBÝ Martin and BEDNÁŘ Jakub. Automated Optimization of Models Based on Game Theory. In: Proceedings of International Symposium on Innovations in Intelligent Systems and Applications. Istanbul: IEEE Turkey, 2007, pp. 134-138.
 HRUBÝ Martin. Modelling the Structured and Complex Decision Situations. In: Proceedings of the 6th EUROSIM Congress on Modelling and Simulation. Ljubljana, 2007, p. 10. ISBN 978-3-901608-32-2.
2006HRUBÝ Martin and TOUFAR Jan. Modelling the Electricity Markets using Mathematical Game Theory. In: Proceedings of the 15th IASTED International Conference on APPLIED SIMULATION AND MODELLING. Calgery: ACTA Press, 2006, pp. 352-357. ISSN 1021-8181.
 HRUBÝ Martin, ČAMBALA Petr and TOUFAR Jan. Modelování spolupráce elektrizačních soustav v evropském regionu. Energetika. 2006, vol. 2006, no. 11, pp. 343-346. ISSN 0375-8842.
 HRUBÝ Martin. Using the HELEF Language to Model the Strategic Games. In: Proceedings of XXVIIIth International Autumn Colloquium ASIS 2006: Advanced Simulation of Systems. Ostrava, 2006, pp. 121-126. ISBN 80-86840-26-3.
 HRUBÝ Martin. Výuka GIS na FIT VUT v Brně. In: Proceedings of Geoinformatics CTU 2006. Praha: Czech Technical University Publishing House, 2006, pp. 10-15. ISSN 1802-2669.

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