Relaxation Algorithms in Finding Nash Equilibria

Jacek Krawczyk () and Steffan Berridge
Additional contact information
Steffan Berridge: Victoria University of Wellington

Computational Economics from EconWPA

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.

Keywords: Computational economics; Nash normalised equilibrium, coupled constraints, Nikaido-Isoda function, open-loop Nash equilibrium (search for similar items in EconPapers)
JEL-codes: C63 C72 C87 E62 Q25 (search for similar items in EconPapers)
Date: 1997-07-19
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
View list of references View citations in EconPapers

Downloads: (external link)
http://129.3.20.41/eps/comp/papers/9707/9707002.zip (application/zip)
http://129.3.20.41/eps/comp/papers/9707/9707002.ps.gz (application/postscript)
http://129.3.20.41/eps/comp/papers/9707/9707002.tex (application/x-tex)
http://129.3.20.41/eps/comp/papers/9707/9707002.pdf (application/pdf)

Related works:
Working Paper: Relaxation Algorithms in Finding Nash Equilibrium
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpco:9707002

Access Statistics for this paper

More papers in Computational Economics from EconWPA
Series data maintained by EconWPA ().