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.
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Kubica, B.J., Woźniak, A. (2010). An Interval Method for Seeking the Nash Equilibria of Non-cooperative Games. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Wasniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2009. Lecture Notes in Computer Science, vol 6068. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14403-5_47
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DOI: https://doi.org/10.1007/978-3-642-14403-5_47
Publisher Name: Springer, Berlin, Heidelberg
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