Skip to main content

Towards a Black-Box Solver for Finite Games: Computing All Equilibria With Gambit and PHCpack

  • Chapter
Software for Algebraic Geometry

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 148))

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Patrick Bajari, Han Hong, and Stephen Ryan. Identification and estimation of discrete games of complete information. Working paper, University of Minnesota, 2007.

    Google Scholar 

  2. Yan Chen, Laura Razzolini, and Theodore L. TuRocy. Congestion Allocation for Distributed Networks: An Experimental Study. Economic Theory, 33:121-143, 2007.

    Article  MATH  MathSciNet  Google Scholar 

  3. 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.

    Google Scholar 

  4. John Dickhaut and Todd Kaplan. A Program for Finding Nash Equilibria. The Mathematica Journal, 1(4):87-93, 1992.

    Google Scholar 

  5. 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.

    Article  MATH  MathSciNet  Google Scholar 

  6. Birk Huber and Bernd Sturmfels. A polyhedral method for solving sparse polynomial systems. Mathematics of Computation, 64:1541-1555, 1995.

    Article  MATH  MathSciNet  Google Scholar 

  7. 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.

    Article  MATH  MathSciNet  Google Scholar 

  8. John Maynard Smith. Evolution and the Theory of Games. Cambridge UP, Cambridge, 1982.

    Google Scholar 

  9. 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.

    Google Scholar 

  10. Richard D. Mckelvey and Andrew M. Mclennan. The maximal number of regular totally mixed Nash equilibria. Journal of Economic Theory, 72:411-425, 1997.

    Article  MATH  MathSciNet  Google Scholar 

  11. Richard D. Mckelvey, Andrew M. Mclennan, and Theodore L. Turocy. Gambit: Software Tools for Game Theory. http://gambit.sourceforge.net.

  12. John F. Nash. Equilibrium points in n-person games. Proceedings of the National Academy of Sciences, 36:48-49, 1950.

    Article  MATH  MathSciNet  Google Scholar 

  13. 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.

    Article  MATH  Google Scholar 

  14. 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.

    Google Scholar 

  15. Ryan W. Porter, Eugene Nudelman, and Yoav Shoham. Simple search methods for finding a Nash equilibrium. Games and Economic Behavior, forthcoming.

    Google Scholar 

  16. Jan Verschelde. Algorithm 795: Phcpack: a general-purpose solver for polynomial systems by homotopy continuation. ACM Transactions on Mathematical Software, 25(2), 1999.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints 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

Publish with us

Policies and ethics