Title :
Nash equilibria in normal games via optimization methods
Author :
Buttler, Jens ; Akchurina, Natalia
Author_Institution :
DB Systel GmbH, Germany
Abstract :
This paper is devoted to Nash equilibria of normal-form games. We give a survey on computing Nash equilibria via optimization methods. Further on we prove, that the Nash equilibria of a game coincide with the zeros of a nonlinear, almost everywhere smooth system of equations with the same dimension as the strategy space. Thus, we can apply tools for solving nonlinear systems of equations. We present an algorithm for computing Nash equilibria, which has shown very satisfactory results.
Keywords :
game theory; nonlinear systems; optimisation; Nash equilibria; nonlinear systems; normal-form games; optimization methods; Approximation algorithms; Games; Nash equilibrium; Nonlinear equations; Optimization methods;
Conference_Titel :
Control Conference (ECC), 2013 European
Conference_Location :
Zurich