Relaxation Algorithms in Finding Nash Equilibria
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.
|Date of creation:||19 Jul 1997|
|Date of revision:|
|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|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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