TY - JOUR
T1 - A Globally Convergent Algorithm to Compute All Nash Equilibria for n-Person Games
AU - Herings, P.J.J.
AU - Peeters, R.J.A.P.
PY - 2005/1/1
Y1 - 2005/1/1
N2 - 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.
AB - 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.
U2 - 10.1007/s10479-005-2265-4
DO - 10.1007/s10479-005-2265-4
M3 - Article
VL - 137
SP - 349
EP - 368
JO - Annals of Operations Research
JF - Annals of Operations Research
SN - 0254-5330
ER -