Advanced Search
MyIDEAS: Login

A New Sequence Form Approach For The Enumeration And Refinement Of All Extreme Nash Equilibria For Extensive Form Games

Contents:

Author Info

  • CHARLES AUDET

    ()
    (GERAD and Département de mathématiques et de génie industriel, École Polytechnique de Montréal, C.P. 6079, Succ. Centre-ville, Montréal (Québec) Canada H3C 3A7, Canada)

  • SLIM BELHAIZA

    ()
    (Département de mathmatiques et génie industriel, École Polytechnique de Montréal, C.P. 6079, Succ. Centre-ville, Montréal (Québec) Canada H3C 3A7, Canada)

  • PIERRE HANSEN

    ()
    (GERAD and Méthodes quantitatives de gestion, HEC Montréal, 3000, Chemin de la Côte-Sainte-Catherine, Montréal (Québec) Canada H3T 2A7, Canada)

Registered author(s):

    Abstract

    This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequence form of an extensive game is expressed, for the first time to our knowledge, as a parametric linear 0 - 1 program. Considering Ext(P) as the set of all of the sequence form extreme Nash equilibria and Ext(Q) as the set of all the parametric linear 0 - 1 program extreme points, we show that Ext(P) ⊆ Ext(Q). Using exact arithmetics classes, the algorithm EχMIP Belhaiza (2002); Audet et al. (2006) is extended to enumerate all elements of Ext(Q). A small procedure is then applied in order to obtain all elements of Ext(P).

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S021919890900242X
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S021919890900242X
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal International Game Theory Review.

    Volume (Year): 11 (2009)
    Issue (Month): 04 ()
    Pages: 437-451

    as in new window
    Handle: RePEc:wsi:igtrxx:v:11:y:2009:i:04:p:437-451

    Contact details of provider:
    Web page: http://www.worldscinet.com/igtr/igtr.shtml

    Order Information:
    Email:

    Related research

    Keywords: Sequence form; extensive game; Nash equilibrium; extreme equilibrium; enumeration; EχMIP algorithm;

    Find related papers by JEL classification:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:wsi:igtrxx:v:11:y:2009:i:04:p:437-451. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.