A Globally Convergent Algorithm to Compute All Nash Equilibria for n-Person Games

P. Jean-Jacques Herings and Ronald Peeters

Annals of Operations Research, 2005, vol. 137, issue 1, 349-368

Abstract: In this paper we present an algorithm to compute all Nash equilibria for generic finite n-person games in normal form. The algorithm relies on decomposing the game by means of support-sets. For each support-set, the set of totally mixed equilibria of the support-restricted game can be characterized by a system of polynomial equations and inequalities. By finding all the solutions to those systems, all equilibria are found. The algorithm belongs to the class of homotopy-methods and can be easily implemented. Finally, several techniques to speed up computations are proposed. Copyright Springer Science + Business Media, Inc. 2005

Keywords: computation of all equilibria; noncooperative game theory (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (7)

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Working Paper: A globally convergent algorithm to compute all nash equilibria for n-person games (2002)
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DOI: 10.1007/s10479-005-2265-4

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