DagSemProc.07471.2.pdf
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Equilibrium Tracing in Bimatrix Games
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Dagstuhl Seminar Proceedings, Volume 7471
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
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- Publication Date: 2008-06-04
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Anne Balthasar. Equilibrium Tracing in Bimatrix Games. In Equilibrium Computation. Dagstuhl Seminar Proceedings, Volume 7471, pp. 1-14, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2008)
https://doi.org/10.4230/DagSemProc.07471.2
https://doi.org/10.4230/DagSemProc.07471.2
Abstract
We analyze the relations of the van den Elzen-Talman algorithm, the Lemke-Howson algorithm and the global Newton method introduced by Govindan and Wilson. It is known that the global Newton method encompasses the Lemke-Howson algorithm; we prove that it also comprises the van den Elzen-Talman algorithm, and more generally, the linear tracing procedure, as a special case. This will lead us to a discussion of traceability of equilibria of index +1. We answer negatively the open question of whether, generically, the van den Elzen-Talman algorithm is flexible enough to trace all equilibria of index +1.
Keywords
- Bimatrix games
- Equilibrium computation
- Homotopy methods
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