A simplicial algorithm approach to Nash equilibria in concave games

Haake C-J, Su FE (2006) Working Papers. Institute of Mathematical Economics; 382.
Bielefeld: Universität Bielefeld.

Download
OA
Diskussionspapier | Veröffentlicht | Englisch
Autor
;
Abstract / Bemerkung
In this paper we demonstrate a new method for computing approximate Nash equilibria in n-person games. Strategy spaces are assumed to be represented by simplices, while payoff functions are assumed to be concave. Our procedure relies on a simplicial algorithm that traces paths through the set of strategy profiles using a new variant of Sperner's Lemma for labelled triangulations of simplotopes, which we prove in this paper. Our algorithm uses a labelling derived from the satisficing function of Geanakoplos (2003) and can be used to compute approximate Nash equilibria for payoff functions that are not necessarily linear. Finally, in bimatrix games, we can compare our simplicial algorithm to the combinatorial algorithm proposed by Lemke & Howson (1964).
Erscheinungsjahr
Band
382
ISSN
PUB-ID

Zitieren

Haake C-J, Su FE. A simplicial algorithm approach to Nash equilibria in concave games. Working Papers. Institute of Mathematical Economics. Vol 382. Bielefeld: Universität Bielefeld; 2006.
Haake, C. - J., & Su, F. E. (2006). A simplicial algorithm approach to Nash equilibria in concave games (Working Papers. Institute of Mathematical Economics, 382). Bielefeld: Universität Bielefeld.
Haake, C. - J., and Su, F. E. (2006). A simplicial algorithm approach to Nash equilibria in concave games. Working Papers. Institute of Mathematical Economics, 382, Bielefeld: Universität Bielefeld.
Haake, C.-J., & Su, F.E., 2006. A simplicial algorithm approach to Nash equilibria in concave games, Working Papers. Institute of Mathematical Economics, no.382, Bielefeld: Universität Bielefeld.
C.-J. Haake and F.E. Su, A simplicial algorithm approach to Nash equilibria in concave games, Working Papers. Institute of Mathematical Economics, vol. 382, Bielefeld: Universität Bielefeld, 2006.
Haake, C.-J., Su, F.E.: A simplicial algorithm approach to Nash equilibria in concave games. Working Papers. Institute of Mathematical Economics, 382. Universität Bielefeld, Bielefeld (2006).
Haake, Claus-Jochen, and Su, Francis Edward. A simplicial algorithm approach to Nash equilibria in concave games. Bielefeld: Universität Bielefeld, 2006. Working Papers. Institute of Mathematical Economics. 382.
Alle Dateien verfügbar unter der/den folgenden Lizenz(en):
Copyright Statement:
This Item is protected by copyright and/or related rights. [...]
Volltext(e)
Access Level
OA Open Access
Zuletzt Hochgeladen
2016-01-19T15:50:49Z

Export

Markieren/ Markierung löschen
Markierte Publikationen

Open Data PUB

Suchen in

Google Scholar