Simple search methods for finding a Nash equilibrium

Ryan Porter, Eugene Nudelman and Yoav Shoham

Games and Economic Behavior, 2008, vol. 63, issue 2, pages 642-662

Abstract: We present two simple search methods for computing a sample Nash equilibrium in a normal-form game: one for 2-player games and one for n-player games. Both algorithms bias the search towards supports that are small and balanced, and employ a backtracking procedure to efficiently explore these supports. Making use of a new comprehensive testbed, we test these algorithms on many classes of games, and show that they perform well against the state of the art--the Lemke-Howson algorithm for 2-player games, and Simplicial Subdivision and Govindan-Wilson for n-player games.

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