Simple search methods for finding a Nash equilibrium
AbstractWe present two simple search methods for computing a sample Nash equilibrium in a normal-form game: one for 2-player games and one for n-player games. Both algorithms bias the search towards supports that are small and balanced, and employ a backtracking procedure to efficiently explore these supports. Making use of a new comprehensive testbed, we test these algorithms on many classes of games, and show that they perform well against the state of the art--the Lemke-Howson algorithm for 2-player games, and Simplicial Subdivision and Govindan-Wilson for n-player games.
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Bibliographic InfoArticle provided by Elsevier in its journal Games and Economic Behavior.
Volume (Year): 63 (2008)
Issue (Month): 2 (July)
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Web page: http://www.elsevier.com/locate/inca/622836
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