Balthasar, Anne
Equilibrium Tracing in Bimatrix Games
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.
BibTeX - Entry
@InProceedings{balthasar:DSP:2008:1526,
author = {Anne Balthasar},
title = {Equilibrium Tracing in Bimatrix Games},
booktitle = {Equilibrium Computation},
year = {2008},
editor = {P. Jean-Jacques Herings and Marcin Jurdzinski and Peter Bro Miltersen and Eva Tardos and Bernhard von Stengel},
number = {07471},
series = {Dagstuhl Seminar Proceedings},
ISSN = {1862-4405},
publisher = {Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, Germany},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2008/1526},
annote = {Keywords: Bimatrix games, Equilibrium computation, Homotopy methods, Index}
}
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Keywords: |
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Bimatrix games, Equilibrium computation, Homotopy methods, Index |
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Seminar: |
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07471 - Equilibrium Computation
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Issue date: |
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2008 |
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Date of publication: |
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04.06.2008 |