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A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
This repository analyses Strategic form games for N-player calculating various Equilibrium's, Calculate MSNE for 2-Player strategic form and zero sum game, Also contains algorithm for N-player finite Mechanism design to check if social choice function is SDSE, Ex-Post-efficient and Non-dictatorial.
Linear programming models and game theory solutions developed in R for multi-product blending, manufacturing resource allocation, and zero-sum strategic decision-making.
Developing algorithms for solving both strategic form and extensive form games. Seperate classes were developed to find saddle points specially for constant sum and zero sum games and to identify the nash equilibrium points of the non-zero sum games.