cient Computation of Equilibria for Extensive Two Person Games
نویسندگان
چکیده
The Nash equilibria of a two person non zero sum game are the solutions of a certain linear complementarity problem LCP In order to use this for solving a game in extensive form it is rst necessary to convert the game to a strategic description such as the normal form The classical normal form however is often exponentially large in the size of the game tree In this paper we suggest an alternative approach based on the sequence form of the game For a game with perfect recall the sequence form is a linear sized strategic description which results in an LCP of linear size For this LCP we show that an equilibrium is found by Lemke s algorithm a generalization of the Lemke Howson method
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Computation of Equilibria in Finite Games
We review the current state of the art of methods for numerical computation of Nash equilibria for nite n-person games. Classical path following methods, such as the Lemke-Howson algorithm for two person games, and Scarf-type xed point algorithms for n-person games provide globally convergent methods for nding a sample equilibrium. For large problems, methods which are not globally convergent, ...
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