Finding all Nash equilibria of a finite game using polynomial algebra

被引:35
|
作者
Datta, Ruchira S. [1 ]
机构
[1] Univ Calif Berkeley, Inst QB3, Berkeley, CA 94720 USA
基金
美国国家科学基金会;
关键词
Nash equilibrium; Normal form game; Algebraic variety; ALGORITHM; NUMBER;
D O I
10.1007/s00199-009-0447-z
中图分类号
F [经济];
学科分类号
02 ;
摘要
The set of Nash equilibria of a finite game is the set of nonnegative solutions to a system of polynomial equations. In this survey article, we describe how to construct certain special games and explain how to find all the complex roots of the corresponding polynomial systems, including all the Nash equilibria. We then explain how to find all the complex roots of the polynomial systems for arbitrary generic games, by polyhedral homotopy continuation starting from the solutions to the specially constructed games. We describe the use of Grobner bases to solve these polynomial systems and to learn geometric information about how the solution set varies with the payoff functions. Finally, we review the use of the Gambit software package to find all Nash equilibria of a finite game.
引用
收藏
页码:55 / 96
页数:42
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