An interval method for seeking the Nash equilibria of non-cooperative games

Authors:
Bartłomiej Jacek Kubica;Adam Woźniak
Affiliations:
Institute of Control and Computation Engineering, Warsaw University of Technology, Warsaw, Poland;Institute of Control and Computation Engineering, Warsaw University of Technology, Warsaw, Poland
Venue:
PPAM'09 Proceedings of the 8th international conference on Parallel processing and applied mathematics: Part II
Year:
2009

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Abstract

Computing Nash equilibria in continuous games is a difficult problem. In contrast to discrete games, algorithms developed for continues ones are rather inefficient. This paper proposes a new approach - making use of interval methods we try to solve the problem directly, seeking points that fulfill Nash conditions. We also consider a shared-memory parallelization of the proposed algorithm. Preliminary numerical results are presented. Some new practical aspects of interval methods are considered.