What is the best programming language for game theory?
i want to know how I can show a stochastic process by a programming languages and find the solution by it? I study stationary Markov perfect equilibria in discounted stochastic games and want to show a model by a programming languages. But I'm not familiar with the programs in this field.
Standard choices would be MATLAB or Python. Maybe R.
However, I would encourage you to consider Julia. It's Julia is an up and coming language looking to replace MATLAB. Its syntax is quite similar to other scripting languages so it's easy to learn. One of its key features is that its loops are much faster. I do a lot of programming for stochastic equations and found that Julia can be much faster since in many cases nonlinear stochastic evolution cannot be fully vectorized (and hence you have to resort to loops, killing performance in languages which aren't compiled with type stability like C or Julia).
Many years ago I did something similar (see http://link.springer.com/article/10.1007%2FBF01047773). I used Fortran 77, always a good choice for numerical computing :)
Roya,
I carried out multiple computer simulation on game theory (auction, evolutionary game theory, etc.). Through my work, I believe the best approach is to utilize an Object Oriented Programming (OOP) language, such as Java and C++.
OOP lends itself to agent based modeling and game theory. This is due to its ability to create agents/players, each abstract agent/player will be represented by a class. As such, you can represent the heterogeneity of your players. In addition, OOP enables you to have pure simultaneous or sequential games.
You can add the stochastic process either in the players' class (as such the stochastic processes will be carried out at each individual player) or can run it on the main class (to represent the overall stochastic nature of the game).
Mohamed S. Eid has a good point, if programming convenience is what you want. However, if efficiency (execution speed) is what matters, I would probably not go for an OOP.
Salaam, Did you find and begin to model game theory over a software platform? If yes, kindly let me know which one did the best for you?
I found some programming languages such as python, Java and C,
they have some libraries for game theory. I am more convenient with python, so i decide to test python's pyNFG.
Good Luck
- Axelrod: a research library aimed at the study of the Iterated Prisoners dilemma [Knight2016].
- Gambit: a C library with a Python interface for the computation of equilibria [McKelvey2016].How does Nashpy relate to Gambit.
- PyNFG: PyNFG is a Python package for modeling and solving Network Form Games.
Used R for modelling Cooperative game theory, and it has a package in-built which is very helpful.
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