Simple search methods for finding a Nash equilibrium
Abstract
We 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.Download Info
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Bibliographic Info
Article provided by Elsevier in its journal Games and Economic Behavior.
Volume (Year): 63 (2008)
Issue (Month): 2 (July)
Pages: 642-662
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Web page: http://www.elsevier.com/locate/inca/622836
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Ruchira Datta, 2010. "Finding all Nash equilibria of a finite game using polynomial algebra," Economic Theory, Springer, vol. 42(1), pages 55-96, January.
- Andrew McLennan & Rabee Tourky, 2008.
"Imitation Games and Computation,"
Discussion Papers Series
359, School of Economics, University of Queensland, Australia.
- McLennan, Andrew & Tourky, Rabee, 2010. "Imitation games and computation," Games and Economic Behavior, Elsevier, vol. 70(1), pages 4-11, September.
- Jiang, Albert Xin & Leyton-Brown, Kevin & Bhat, Navin A.R., 2011. "Action-Graph Games," Games and Economic Behavior, Elsevier, vol. 71(1), pages 141-173, January.
- Conitzer, Vincent & Sandholm, Tuomas, 2008. "New complexity results about Nash equilibria," Games and Economic Behavior, Elsevier, vol. 63(2), pages 621-641, July.
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