Article information

2018 , Volume 23, 1, p.3-18

Kubica B.J.

Advanced interval tools for computing solutions of continuous games

Computing Nash equilibria in continuous games is a difficult problem, but interval methods have already been applied to its solution quite successfully. The purpose of this paper is to briefly survey previous efforts and achievements of the author related to the topic, and to consider some advanced tools for accelerating the interval branch-and-bound-type methods. In particular, we discuss computing eigenvalues of interval matrices, use of algorithmic (automatic) differentiation, memory management techniques as well as advanced parallelization in both shared-memory and distributedmemory environments.

Keywords: Nash equilibria, continuous games, interval computations, eigenvalues, automatic differentiation, memory management, threads, MPI

doi: 10.5072/ICT.2018.1.11778

Kubica Bartlomiej Jacek
Office: Warsaw University of Life Sciences
Address: 02-776, Poland, Warsawa

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Bibliography link:
Kubica B.J. Advanced interval tools for computing solutions of continuous games // Computational technologies. 2018. V. 23. 1. P. 3-18
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