A global Newton method to compute Nash equilibria.
From MaRDI portal
Publication:1399543
DOI10.1016/S0022-0531(03)00005-XzbMath1042.91001OpenAlexW2035681301MaRDI QIDQ1399543
Robert Wilson, Srihari Govindan
Publication date: 30 July 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00005-x
Noncooperative games (91A10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20)
Related Items
Graph Transduction as a Noncooperative Game, Differential evolution particle swarm optimization algorithm based on good point set for computing Nash equilibrium of finite noncooperative game, A decomposition algorithm for \(N\)-player games, Homotopy methods to compute equilibria in game theory, Equilibrium tracing in strategic-form games, A Complementary Pivot Algorithm for Market Equilibrium under Separable, Piecewise-Linear Concave Utilities, A variant of Harsanyi's tracing procedures to select a perfect equilibrium in normal form games, Successful Nash equilibrium agent for a three-player imperfect-information game, Logit equilibrium as an approximation of Nash equilibrium, A dynamical neural network approach for solving stochastic two-player zero-sum games, Multiple oracle algorithm to solve continuous games, The computation of pairwise stable networks, Action-graph games, Polytope-form games and index/degree theories for extensive-form games, Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation, A mixed 0-1 linear programming approach to the computation of all pure-strategy Nash equilibria of a finite \(n\)-person game in normal form, A differentiable homotopy method to compute perfect equilibria, Simple search methods for finding a Nash equilibrium, Semidefinite programming for min-max problems and games, Computing Nash equilibria by iterated polymatrix approximation, Computational analysis of perfect-information position auctions, Formulating an \(n\)-person noncooperative game as a tensor complementarity problem, A dynamic homotopy interpretation of the logistic quantal response equilibrium correspondence, Robust game theory, Limited-trust equilibria, Global Newton method for stochastic games, Symmetries and the complexity of pure Nash equilibrium, Partially observable game-theoretic agent programming in Golog, A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications, Fast Algorithms for Rank-1 Bimatrix Games, Polynomial-time computation of exact correlated equilibrium in compact games, Complementarity enhanced Nash's mappings and differentiable homotopy methods to select perfect equilibria
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