arXiv · 1904.00450
Two Algorithms for Computing Exact and Approximate Nash Equilibria in Bimatrix Games
Abstract
In this paper, we first devise two algorithms to determine whether or not a bimatrix game has a strategically equivalent zero-sum game. If so, we propose an algorithm that computes the strategically equivalent zero-sum game. If a given bimatrix game is not strategically equivalent to a zero-sum game, we then propose an approach to compute a zero-sum game whose saddle-point equilibrium can be mapped to a well-supported approximate Nash equilibrium of the original game. We conduct extensive numerical simulation to establish the efficacy of the two algorithms.
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Jianzong Pi, Joseph L. Heyman, Abhishek Gupta. 2019-03-31. Two Algorithms for Computing Exact and Approximate Nash Equilibria in Bimatrix Games. https://arxiv.org/abs/1904.00450
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