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Uporaba Lasserrejevih hierarhij v teoriji iger
ID DUDIĆ, VELJKO (Author), ID Zalar, Aljaž (Mentor) More about this mentor... This link opens in a new window

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Abstract
Iskanje globalnega minimuma matematičnih funkcij je zelo težek problem, za katerega ne obstaja algoritem polinomske časovne zahtevnosti. Z uporabo Lasserrejevih hierarhij lahko globalni minimum iščemo na učinkovit način, pri čemer pa nimamo zagotovila, da ga bomo res našli v okviru računskih zmožnosti današnje programske opreme. V tem diplomskem delu te hierarhije uporabimo na področju teorije iger za dva igralca in iščemo optimalne stra- tegije obeh igralcev. Statistično analiziramo časovno zahtevnost posameznih nivojev hierarhij in poiščemo mejo uporabnosti hierarhij na tem področju.

Language:Slovenian
Keywords:teorija iger, Nasheovo ravnovesje, globalni minimum, Lasserrejeva hierarhija, momentni problem.
Work type:Bachelor thesis/paper
Typology:2.11 - Undergraduate Thesis
Organization:FRI - Faculty of Computer and Information Science
Year:2022
PID:20.500.12556/RUL-143507 This link opens in a new window
COBISS.SI-ID:135371011 This link opens in a new window
Publication date in RUL:23.12.2022
Views:512
Downloads:84
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Secondary language

Language:English
Title:Usage of Lasserre hierarchies in game theory
Abstract:
Finding the global minimum of mathematical functions is a very difficult problem, for which there is no algorithm of polynomial time complexity. By using Lasserre hierarchies, we can search for the global minimum in an effi- cient way, but we have no guarantee that we will actually find it within the computational capabilities of today’s software. In this thesis we apply these hierarchies to the field of game theory for two players and search for the opti- mal strategies of both players. We statistically analyze the time complexity of individual levels of hierarchies and find boundary uses of hierarchies in this area.

Keywords:game theory, Nash equilibrium, global minimum, Lasserre hi- erarchy, moment problem.

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