Abstract
This paper describes a new implementation of an algorithm to find all isolated Nash equilibria in a finite strategic game. The implementation uses the game theory software package Gambit to generate systems of polynomial equations which are necessary conditions for a Nash equilibrium, and polyhedral homotopy continuation via the package PHCpack to compute solutions to the systems. Numerical experiments to characterize the performance of the implementation are reported. In addition, the current and future roles of support enumeration methods in the context of methods for computing Nash equilibria are discussed.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Patrick Bajari, Han Hong, and Stephen Ryan. Identification and estimation of discrete games of complete information. Working paper, University of Minnesota, 2007.
Yan Chen, Laura Razzolini, and Theodore L. TuRocy. Congestion Allocation for Distributed Networks: An Experimental Study. Economic Theory, 33:121-143, 2007.
R.S. Datta. Using Computer Algebra To Compute Nash Equilibria. In Proceedings of the 2003 International Symposium on Symbolic and Algebraic Computation (ISSAC 2003), pages 74-79, 2003.
John Dickhaut and Todd Kaplan. A Program for Finding Nash Equilibria. The Mathematica Journal, 1(4):87-93, 1992.
P.J.J. Herings and R.J.A.P. Peeters. A globally convergent algorithm to compute all Nash equilibria for n-Person games. Annals of Operations Research, 137:349-368, 2005.
Birk Huber and Bernd Sturmfels. A polyhedral method for solving sparse polynomial systems. Mathematics of Computation, 64:1541-1555, 1995.
Daphne Koller, Nimrod Megiddo, and Bernhard Von Stengel. Efficient computation of equilibria for extensive two-person games. Games and Economic Behavior, 14:247-259, 1996.
John Maynard Smith. Evolution and the Theory of Games. Cambridge UP, Cambridge, 1982.
Richard D. Mckelvey and Andrew M. Mclennan. Computation of Equilibria in Finite Games. In Hans Amman, David A. Kendrick, and John Rust, editors, The Handbook of Computational Economics, Volume I, pages 87-142. Elsevier, 1996.
Richard D. Mckelvey and Andrew M. Mclennan. The maximal number of regular totally mixed Nash equilibria. Journal of Economic Theory, 72:411-425, 1997.
Richard D. Mckelvey, Andrew M. Mclennan, and Theodore L. Turocy. Gambit: Software Tools for Game Theory. http://gambit.sourceforge.net.
John F. Nash. Equilibrium points in n-person games. Proceedings of the National Academy of Sciences, 36:48-49, 1950.
Robert Nau, Sabrina Gomez Canovas, and Pierre Hansen. On the Geometry of Nash Equilibria and Correlated Equilibria. International Journal of Game Theory, 32:443-453, 2004.
E. Nudelman, J. Wortman, Y. Shoham, and K. Leyton-Brown. Run the Gamut: A comprehensive approach to evaluating game-theoretic algorithms. In Proceedings of the Third International Joint Conference on Autonomous Agents & Multi Agent Systems, 2004.
Ryan W. Porter, Eugene Nudelman, and Yoav Shoham. Simple search methods for finding a Nash equilibrium. Games and Economic Behavior, forthcoming.
Jan Verschelde. Algorithm 795: Phcpack: a general-purpose solver for polynomial systems by homotopy continuation. ACM Transactions on Mathematical Software, 25(2), 1999.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2008 Springer Science + Business Media, LLC
About this chapter
Cite this chapter
Turocy, T.L. (2008). Towards a Black-Box Solver for Finite Games: Computing All Equilibria With Gambit and PHCpack. In: Stillman, M., Verschelde, J., Takayama, N. (eds) Software for Algebraic Geometry. The IMA Volumes in Mathematics and its Applications, vol 148. Springer, New York, NY. https://doi.org/10.1007/978-0-387-78133-4_8
Download citation
DOI: https://doi.org/10.1007/978-0-387-78133-4_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-78132-7
Online ISBN: 978-0-387-78133-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)