Relaxation Algorithms in Finding Nash Equilibria

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Relaxation Algorithms in Finding Nash Equilibria

Author Info

Jacek B. Krawczyk (Victoria University of Wellington)
Steffan Berridge (Victoria University of Wellington)

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Jacek Krawczyk

Abstract

Relaxation algorithms provide a powerful method of finding noncooperative equilibria in general synchronous games. Through use of the Nikaido-Isoda function, the Nash solution to a broad category of constrained, multiplayer, non-zerosum games can easily be found. We provide solutions to some simple games using this procedure and extend ourselves to more difficult games involving coupled constraints and multiple discrete time periods using a program developed in Matlab.

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Paper provided by EconWPA in its series Computational Economics with number 9707002.

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Length: 28 pages
Date of creation: 19 Jul 1997
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Handle: RePEc:wpa:wuwpco:9707002

Note: Type of Document - .zip (.tex .eps inside); prepared on UNIX LaTeX; to print on PostScript; pages: 28; figures: included .eps files. Presented at the 1997 Conference of the Society for Computational Economics, Stanford, California
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Paper
- Steffan Berridge & Jacek Krawczyk, . "Relaxation Algorithms in Finding Nash Equilibrium," Computing in Economics and Finance 1997 159, Society for Computational Economics. [Downloadable!]

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
Q25 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Water

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

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!]
Flam, Sjur & Ruszczynski, A., 2006. "Computing Normalized Equilibria in Convex-Concave Games," Working Papers 2006:9, Lund University, Department of Economics. [Downloadable!]
Krawczyk, Jacek & Zuccollo, James, 2006. "NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games," MPRA Paper 1119, University Library of Munich, Germany. [Downloadable!]

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