A global Newton method to compute Nash equilibria

• 成果类型: Article
• 署名作者: Govindan, S; Wilson, R
• 署名单位: Stanford University; Western University (University of Western Ontario)
• 刊物名称: JOURNAL OF ECONOMIC THEORY
• ISSN/ISSBN: 0022-0531
• DOI: 10.1016/S0022-0531(03)00005-X
• 发表日期: 2003
• 页码: 65-86
• 关键词: noncooperative game; Nash equilibrium; algorithm; Global Newton Method; Homotopy

摘要

A new algorithm is presented for computing Nash equilibria of finite games. Using Kohlberg and Mertens' structure theorem we show that a homotopy method can be represented as a dynamical system and implemented by Smale's global Newton method. The algorithm is outlined and computational experience is reported. (C) 2003 Elsevier Science (USA). All rights reserved.