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
Working Paper | Published | English
Author
;
Abstract
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).
Publishing Year
ISSN
PUB-ID

Cite this

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.
Main File(s)
File Name
Access Level
OA Open Access
Last Uploaded
2016-01-19T15:50:49Z

This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Search this title in

Google Scholar