用并行支持枚举法计算双矩阵对策的均衡

J. Widger, Daniel Grosu
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引用次数: 12

摘要

我们考虑双矩阵对策(即非零和二人非合作对策)中所有纳什均衡的计算问题。由于现有算法需要指数级的时间,使用单处理器计算机计算大型双矩阵博弈的所有纳什均衡是不可行的。我们考虑使用并行计算来解决更大的游戏。我们设计并实现了一种计算双矩阵博弈中所有纳什均衡的并行算法。该算法通过搜索混合策略的所有可能支持来计算所有纳什均衡。我们在一个集群计算系统上进行了实验,以评估并行算法的性能。
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Computing Equilibria in Bimatrix Games by Parallel Support Enumeration
We consider the problem of computing all Nash equilibria in bimatrix games (i.e., nonzero-sum two-player noncooperative games). Computing all Nash equilibria for large bimatrix games using single-processor computers is not feasible due to the exponential time required by the existing algorithms. We consider the use of parallel computing which allows us to solve larger games. We design and implement a parallel algorithm for computing all Nash Equilibria in bimatrix games. The algorithm computes all Nash equilibria by searching all possible supports of mixed strategies. We perform experiments on a cluster computing system to evaluate the performance of the parallel algorithm.
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