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NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games

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Author Info
Krawczyk, Jacek
Zuccollo, James

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Abstract

A powerful method for computing Nash equilibria in constrained, multi-player games is created when the relaxation algorithm and the Nikaido-Isoda function are used together in a suite of MATLAB routines. This paper updates the MATLAB suite described in \cite{Berridge97} by adapting them to MATLAB 7. The suite is now capable of solving both static and open-loop dynamic games. An example solving a coupled constraints game using the suite is provided.

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File URL: http://mpra.ub.uni-muenchen.de/1119/
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 1119.

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Date of creation: Dec 2006
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Handle: RePEc:pra:mprapa:1119

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Related research
Keywords: Nikaido-Isoda function Coupled constraints

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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  1. Krawczyk, Jacek B., 2005. "Coupled constraint Nash equilibria in environmental games," Resource and Energy Economics, Elsevier, vol. 27(2), pages 157-181, June. [Downloadable!] (restricted)
  2. Jacek B. Krawczyk & Steffan Berridge, 1997. "Relaxation Algorithms in Finding Nash Equilibria," Computational Economics 9707002, EconWPA. [Downloadable!]
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  1. Krawczyk, Jacek & Azzato, Jeffrey, 2006. "NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints," MPRA Paper 1195, University Library of Munich, Germany. [Downloadable!]
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