A global Newton method to compute Nash equilibria.
From MaRDI portal
Publication:1399543
DOI10.1016/S0022-0531(03)00005-XzbMath1042.91001MaRDI QIDQ1399543
Srihari Govindan, Robert Wilson
Publication date: 30 July 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
91A10: Noncooperative games
65H20: Global methods, including homotopy approaches to the numerical solution of nonlinear equations
Related Items
Action-graph games, A decomposition algorithm for \(N\)-player games, Homotopy methods to compute equilibria in game theory, Equilibrium tracing in strategic-form games, Simple search methods for finding a Nash equilibrium, Computing Nash equilibria by iterated polymatrix approximation, Global Newton method for stochastic games, Symmetries and the complexity of pure Nash equilibrium, A dynamic homotopy interpretation of the logistic quantal response equilibrium correspondence, Robust game theory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A path-following procedure to find a proper equilibrium of finite games
- A course in triangulations for solving equations with deformations
- Computing Nash equilibria by iterated polymatrix approximation
- Further remarks on the global Newton method
- A convergent process of price adjustment and global Newton methods
- Equivalence and invariance of the index and degree of Nash equilibria
- General equilibrium models and homotopy methods
- A Bound on the Proportion of Pure Strategy Equilibria in Generic Games
- Shorter Notes: A Proof of the Nonretractibility of a Cell Onto its Boundary
- Computing Simply Stable Equilibria
- Bayesian Equilibria of Finite Two-Person Games with Incomplete Information
- The Bilinear Complementarity Problem and Competitive Equilibria of Piecewise Linear Economic Models
- Robust implementation of Lemke's method for the linear complementarity problem
- On Algorithms for Solvingf(x)=0
- Stable Equilibria—A Reformulation
- Direct Proofs of Generic Finiteness of Nash Equilibrium Outcomes
- Structure theorems for game trees
- On the Strategic Stability of Equilibria
- Equilibrium Points of Bimatrix Games
- Bimatrix Equilibrium Points and Mathematical Programming
- Computing Equilibria of N-Person Games
- On a Generalization of the Lemke–Howson Algorithm to Noncooperative N-Person Games
- The Linear Complementarity Problem
- Computing Equilibria of Two-Person Games from the Extensive Form
- Homotopies for computation of fixed points on unbounded regions
- A differentiable homotopy to compute Nash equilibria of \(n\)-person games