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A global Newton method to compute Nash equilibria

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  • Govindan, Srihari
  • Wilson, Robert

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  • Govindan, Srihari & Wilson, Robert, 2003. "A global Newton method to compute Nash equilibria," Journal of Economic Theory, Elsevier, vol. 110(1), pages 65-86, May.
    • Handle: RePEc:eee:jetheo:v:110:y:2003:i:1:p:65-86
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    1. Herings P. Jean-Jacques & Peeters R., 1999. "A Differentiable Homotopy to Compute Nash Equilibria of n-Person Games," Research Memorandum 038, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    2. Faruk Gül & David Pearce & Ennio Stacchetti, 1993. "A Bound on the Proportion of Pure Strategy Equilibria in Generic Games," Mathematics of Operations Research, INFORMS, vol. 18(3), pages 548-552, August.
    3. Robert Wilson, 1972. "Computing Equilibria of Two-Person Games from the Extensive Form," Management Science, INFORMS, vol. 18(7), pages 448-460, March.
    4. Govindan, Srihari & Wilson, Robert, 2001. "Direct Proofs of Generic Finiteness of Nash Equilibrium Outcomes," Econometrica, Econometric Society, vol. 69(3), pages 765-769, May.
    5. Robert Wilson, 2010. "Computing Equilibria of n-person Games," Levine's Working Paper Archive 402, David K. Levine.
    6. Yamamoto, Yoshitsugu, 1993. "A Path-Following Procedure to Find a Proper Equilibrium of Finite Games," International Journal of Game Theory, Springer;Game Theory Society, vol. 22(3), pages 249-259.
    7. Wilson, Robert B, 1978. "The Bilinear Complementarity Problem and Competitive Equilibria of Piecewise Linear Economic Models," Econometrica, Econometric Society, vol. 46(1), pages 87-103, January.
    8. Smale, Steve, 1976. "A convergent process of price adjustment and global newton methods," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 107-120, July.
    9. Kohlberg, Elon & Mertens, Jean-Francois, 1986. "On the Strategic Stability of Equilibria," Econometrica, Econometric Society, vol. 54(5), pages 1003-1037, September.
    10. Joseph T. Howson, Jr. & Robert W. Rosenthal, 1974. "Bayesian Equilibria of Finite Two-Person Games with Incomplete Information," Management Science, INFORMS, vol. 21(3), pages 313-315, November.
    11. Eaves, B. Curtis & Schmedders, Karl, 1999. "General equilibrium models and homotopy methods," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September.
    12. C. E. Lemke, 1965. "Bimatrix Equilibrium Points and Mathematical Programming," Management Science, INFORMS, vol. 11(7), pages 681-689, May.
    13. B. Curtis Eaves, 1971. "The Linear Complementarity Problem," Management Science, INFORMS, vol. 17(9), pages 612-634, May.
    14. Keenan, Donald, 1981. "Further remarks on the Global Newton method," Journal of Mathematical Economics, Elsevier, vol. 8(2), pages 159-165, July.
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