Simple search methods for finding a Nash equilibrium
Ryan Porter,
Eugene Nudelman and
Yoav Shoham
Games and Economic Behavior, 2008, vol. 63, issue 2, 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.
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:gamebe:v:63:y:2008:i:2:p:642-662
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