Computing Equilibria of N-Player Games with Arbitrary Accuracy

34 Pages Posted: 23 Mar 2008

See all articles by Srihari Govindan

Srihari Govindan

University of Rochester

Robert Wilson

Stanford Graduate School of Business

Date Written: February 2008

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 Classification: C63, C72

Suggested Citation

Govindan, Srihari and Wilson, Robert B., Computing Equilibria of N-Player Games with Arbitrary Accuracy (February 2008). Stanford University Graduate School of Business Research Paper No. 1984, Available at SSRN: https://ssrn.com/abstract=1111767 or http://dx.doi.org/10.2139/ssrn.1111767

Srihari Govindan

University of Rochester ( email )

Department of Economics
Rochester, NY NY 14627
United States
5852757214 (Phone)

Robert B. Wilson (Contact Author)

Stanford Graduate School of Business ( email )

655 Knight Way
Stanford, CA 94305-5015
United States
650-723-8620 (Phone)
650-725-7979 (Fax)

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