Publication Details

Efficient Computing of Correlated Equilibria in Multi-Player Games

HRUBÝ 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.
Czech title
Efficient Computing of Correlated Equilibria in Multi-Player Games
Type
conference paper
Language
english
Authors
Hrubý Martin, Ing., Ph.D. (DITS FIT BUT)
Čambala Petr, Ing. (UEEN FEEC BUT)
Keywords

intelligent agents, multi-agent systems, decision making, game theory, correlated equilibrium

Abstract

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.

Published
2008
Pages
185-191
Proceedings
Proceedings of 12th IASTED Conference on Artificial Intelligence and Soft Computing
Conference
The Twelfth IASTED International Conference on Artificial Intelligence and Soft Computing, Palma de Mallorca, ES
ISBN
978-0-88986-755-0
Publisher
ACTA Press
Place
Calgery, CA
BibTeX
@INPROCEEDINGS{FITPUB8645,
   author = "Martin Hrub\'{y} and Petr \v{C}ambala",
   title = "Efficient Computing of Correlated Equilibria in Multi-Player Games",
   pages = "185--191",
   booktitle = "Proceedings of 12th IASTED Conference on Artificial Intelligence and Soft Computing",
   year = 2008,
   location = "Calgery, CA",
   publisher = "ACTA Press",
   ISBN = "978-0-88986-755-0",
   language = "english",
   url = "https://www.fit.vut.cz/research/publication/8645"
}
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