Finding multiple Nash equilibria via machine learning-supported Gröbner bases

DOI10.1016/J.EJOR.2020.01.041MaRDI QIDQ2178154zbMATH OpenOpenAlexFDO

Authors Markus Löschenbrand

Publication date 7 May 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.01.041

zbMATH Keywords

game theorynonlinear programmingOR in energyevolutionary computations

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Nonlinear programming (90C30) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• scientific article; zbMATH DE number 2151220 (Why is no real title available?)
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• Dynamic programming and optimal control. Vol. 2
• Finding all Nash equilibria of a finite game using polynomial algebra
• Generation flexibility in ramp rates: strategic behavior and lessons for electricity market design
• Impact of storage competition on energy markets
• Note on noncooperative convex games
• On the complexity of the \(F_5\) Gröbner basis algorithm
• Solving discretely-constrained Nash-Cournot games with an application to power markets
• Some complexity results for polynomial ideals
• Stochastic short-term hydropower planning with inflow scenario trees
• Tackling multiplicity of equilibria with Gröbner bases

Cited in

(1)

• CCGnet: a deep learning approach to predict Nash equilibrium of chance-constrained games

Describes a project that uses

Uses Software

• Python
• Approxrl
• Couenne
• SymPy

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