Výzkum metod modelování a simulace inteligentních systémů

intelligent systems, algorithmic game theory

The project interconnects computer modeling, simulation, game theory and applications of strategic decision models in economic problems. The project deals with a general methodology of modeling the decision situations, which was later extended to multi-dimensional decision making. Regarding the multi-dimensional decisions, three basic forms of the decision combinations were shown together with a methodology of their composition. Some of the studied problems are directly connected to the Ph.D. thesis of the author. That is a methodology of game modeling based on a special application of the Automatic Information Net (AIN). A case-study published in one of the papers clearly presented that a game model implemented in the AIN manner can significantly speed up the computation when used in repeated experimenting (the model is treated as persistent and it evaluates just the consequences of the modified inputs). The algorithmic approaches to solving of extremely large multi-player games (e.g., the state space contains 10^30 members) can be without any doubt regarded as the main contribution of the project. Two methods (CE-Solver, FDDS) have been developed in order to allow an efficient reduction of state space of multi-player games and to determine the correlated equilibrium (Aumann, 1974). Both methods are parallelizable. The main theoretical outcomes of the project were summarized in form of two large scientific papers intended for peer-reviewed journals (one of them is currently in the review process). All the theoretical results have been verified during the practical implementation of models of strategic behavior of producers and consumers in the area of electro-energy commodity markets in Czech republic and Central Europe in cooperation with EGU Brno Ltd. Simulation results made by these models are required by the government organizations responsible for the electricity network management and maintenance (OTE, CEPS, MPO, ERÚ). The grant results thus serves for the management of the national electricity transmission system.