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Relaxation Algorithms in Finding Nash Equilibria

Author

Listed:
  • Jacek B. Krawczyk

    (Victoria University of Wellington)

  • Steffan Berridge

    (Victoria University of Wellington)

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.

Suggested Citation

  • Jacek B. Krawczyk & Steffan Berridge, 1997. "Relaxation Algorithms in Finding Nash Equilibria," Computational Economics 9707002, University Library of Munich, Germany.
  • 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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    Keywords

    Computational economics; Nash normalised equilibrium; coupled constraints; Nikaido-Isoda function; open-loop Nash equilibrium;

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - 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

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