Game theory Algo and Opt

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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 ? 

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Re: Game theory Algo and Opt

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

On Monday, March 16, 2015 at 3:52:09 PM UTC+1, Carlino Sellès wrote:
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 ? 

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Re: Game theory Algo and Opt

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


Le 18 mars 2015 à 9:29 AM, Patrick Kofod Mogensen <[hidden email]> a écrit :

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

On Monday, March 16, 2015 at 3:52:09 PM UTC+1, Carlino Sellès wrote:
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 ? 

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Re: Game theory Algo and Opt

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

On Wednesday, 18 March 2015 09:49:44 UTC+1, Carlino Sellès wrote:
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


Le 18 mars 2015 à 9:29 AM, Patrick Kofod Mogensen <<a href="javascript:" target="_blank" gdf-obfuscated-mailto="dydQgc4kaUIJ" rel="nofollow" onmousedown="this.href='javascript:';return true;" onclick="this.href='javascript:';return true;">patrick....@...> a écrit :

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

On Monday, March 16, 2015 at 3:52:09 PM UTC+1, Carlino Sellès wrote:
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 ? 

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Re: Game theory Algo and Opt

Patrick Kofod Mogensen
In reply to this post by Carlino Sellès
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

On Wednesday, March 18, 2015 at 9:49:44 AM UTC+1, Carlino Sellès wrote:
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


Le 18 mars 2015 à 9:29 AM, Patrick Kofod Mogensen <<a href="javascript:" target="_blank" gdf-obfuscated-mailto="dydQgc4kaUIJ" rel="nofollow" onmousedown="this.href='javascript:';return true;" onclick="this.href='javascript:';return true;">patrick....@...> a écrit :

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

On Monday, March 16, 2015 at 3:52:09 PM UTC+1, Carlino Sellès wrote:
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 ? 

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Re: Game theory Algo and Opt

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. 


Le 31 mars 2015 à 10:04 AM, Patrick Kofod Mogensen <[hidden email]> a écrit :

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

On Wednesday, March 18, 2015 at 9:49:44 AM UTC+1, Carlino Sellès wrote:
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


Le 18 mars 2015 à 9:29 AM, Patrick Kofod Mogensen <<a href="javascript:" target="_blank" gdf-obfuscated-mailto="dydQgc4kaUIJ" rel="nofollow" onmousedown="this.href='javascript:';return true;" onclick="this.href='javascript:';return true;" class="">patrick....@...> a écrit :

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

On Monday, March 16, 2015 at 3:52:09 PM UTC+1, Carlino Sellès wrote:
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 ? 

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Re: Game theory Algo and Opt

pondus
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Hi Carlino,   How are things going with the game theory prototype?  I'm kind of messing around with the same stuff.... please reach out to me anytime if you are interested in collaborating.  I'm in Canada.

Peder Jakobsen