Game theory Algo and Opt

[Carlino Sellès]

I am making a programme for game theory analysis (empirical and predictive) in julia. I am looking for some code in julia. Anyone did some coding in game theory so far ? 

[Patrick Kofod Mogensen]

Could you give some references to what kind of analyses you mean?

[Carlino Sellès]

Hi !

Thanks a lot for your message. 

This is a big big strat up project. I don’t think what I aim at has never been done in Python though. I want to use Julia for its speed.  

There will be algorithms very complex in the future, but, at this point, as a start, I am looking for a program that, for example, extract a nash equilibrium (or MinMax strategy) from an outcome matrix. A matrix, that involves, let’s say at least 10 players. Values and numbers are not important at this point. 

So 1/ we have the expression of the matrix, which we consider to be given. 

And 2/ the nash equiibrium extraction.

The idea is this: if the outcome matrix has 150 players involved, it would be better to have a program checking the best solution as opposed to manual analysis.

Further on, I am going to implement behavioral algorithms, that will define the outcomes of the matrix (exemple: salience, complacency, random shocks, etc.), but that is a further step. 

Carlino

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[Ken B]

quant-econ have quite some tools in julia, don't know about game theory but here's the link:
http://quant-econ.net/jl/index.html

[Patrick Kofod Mogensen]

Okay, so you want to make a package for solving simple games, right? You should probably look into some of the literature on solving games numerically then. Do you have any end-users in mind, or is it just a project you want to do 'for fun' ?

Patrick

[Carlino Sellès]

Yes, at this point a package for solving simple non cooperative games would fit. Someone sent me this: http://quant-econ.net/jl/index.html / This may help. I am at the prototype stage, but there are end users for this, such as a military organisation. Is this something you have already done ? 

My aim is to develop a prototype, in order to present it to several clients.