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Algorithmic Approaches to Game-theoretical Modeling and Simulation

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    Abstract

    This paper deals with a methodology of computer modeling and simulation of market competitive situations using game theory. The situations are thematically focused mostly to models of commodity markets but the applications of the methodology can be wider. This methodology covers the whole modeling work, including a primary specification of a problem, making an abstract model, making a simulation model, design of a state space of the problem and the simulator itself. As a whole, the methodology represents a complete framework for implementation of computer models of commodity markets suitable for their further analysis and prediction of their future evolution. The main contribution of the paper consists in the algorithmic implementation of computer processing of large strategic game.

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    File URL: http://auco.fsv.cuni.cz/storage/50_2008_03_268.pdf
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    Bibliographic Info

    Article provided by Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies in its journal AUCO Czech Economic Review.

    Volume (Year): 2 (2008)
    Issue (Month): 3 (December)
    Pages: 268-300

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    Handle: RePEc:fau:aucocz:au2008_268

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    Related research

    Keywords: Market models; non-cooperative game theory; modeling and simulation; artificial intelligence;

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    1. Green, Kesten C., 2002. "Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement," International Journal of Forecasting, Elsevier, vol. 18(3), pages 321-344.
    2. Erev, Ido & Roth, Alvin E. & Slonim, Robert L. & Barron, Greg, 2002. "Predictive value and the usefulness of game theoretic models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 359-368.
    3. Aumann, Robert J., 1974. "Subjectivity and correlation in randomized strategies," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March.
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    Cited by:
    1. Martin Hrubý & Petr Čambala & Jan Toufar, 2010. "Game-Theoretic Modeling of Electricity Markets in Central Europe," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(1), pages 032-061, March.

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