Computing Equilibria of N-Player Games with Arbitrary Accuracy
AbstractFrom 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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Bibliographic InfoPaper provided by Stanford University, Graduate School of Business in its series Research Papers with number 1984.
Date of creation: Feb 2008
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- 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.
- 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.
- Srihari Govindan & Robert Wilson, 2010.
"A decomposition algorithm for N-player games,"
Springer, vol. 42(1), pages 97-117, January.
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