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Computing Equilibria of N-Player Games with Arbitrary Accuracy

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Author Info
Govindand, Srihari (U of Iowa)
Wilson, Robert B. (Stanford U)

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Abstract

From a variant of Kuhn's triangulation we derive a discrete version of the Global Newton Method that yields an epsilon-equilibrium of an N-player game and then sequentially reduces epsilon toward zero to obtain any desired precision or the best precision for any number of iterations.

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Paper provided by Stanford University, Graduate School of Business in its series Research Papers with number 1984.

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Date of creation: Feb 2008
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Handle: RePEc:ecl:stabus:1984

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  1. Govindan, Srihari & Wilson, Robert, 2004. "Computing Nash equilibria by iterated polymatrix approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1229-1241, April. [Downloadable!] (restricted)
  2. Govindan, Srihari & Wilson, Robert, 2003. "A global Newton method to compute Nash equilibria," Journal of Economic Theory, Elsevier, vol. 110(1), pages 65-86, May. [Downloadable!] (restricted)
  3. Govindan, Srihari & Wilson, Robert B., 2007. "A Decomposition Algorithm for N-Player Games," Research Papers 1967, Stanford University, Graduate School of Business. [Downloadable!]
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