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Computing Equilibria of N-Player Games with Arbitrary Accuracy
Srihari Govindan University of Iowa Robert Wilson Stanford Graduate School of Business February 2008 Stanford University Graduate School of Business Research Paper No. 1984 Abstract: From a variant of Kuhn's triangulation we derive a discrete version of the Global Newton Method that yields an epsilon-equilibrium of an N-player game and then sequentially reduces epsilon toward zero to obtain any desired precision or the best precision for any number of iterations.
JEL Classifications: C63, C72 Working Paper SeriesDate posted: March 23, 2008 ; Last revised: March 23, 2008Suggested Citation |
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