Computing Equilibria of N-Player Games with Arbitrary Accuracy
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.
|Date of creation:||Feb 2008|
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- 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;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 97-117, January.
- Govindan, Srihari & Wilson, Robert B., 2007. "A Decomposition Algorithm for N-Player Games," Research Papers 1967, Stanford University, Graduate School of Business.
- Talman, A.J.J. & van der Laan, G., 1980. "A new subdivision for computing fixed points with a homotopy algorithm," Other publications TiSEM d702630e-5e0d-4c31-bd1e-1, Tilburg University, School of Economics and Management.
- 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. Full references (including those not matched with items on IDEAS)
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