Parallel algorithm to find Bayes-Nash solution to the bimatrix informational extended game

摘要

We propose to use the new methodology for solving the complete and perfect information bimatrix game. To solve the games of these type we construct the incomplete and imperfect information game generated by the informational extended strategies. Then we construct associated Bayesian game with non-informational extended strategies. For a HPC cluster computing system with shared and distributed memory, we constuct a parallel algorithm for computing Bayes-Nash solutions to the bimatrix informational extended games. The complexity and time performance analysis of the algorithm are provided.