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Efficient computation of equilibria for extensive two-person games. (English) Zbl 0859.90127

Summary: The Nash equilibria of a two-person, non-zero-sum game are the solutions of a certain linear complementarity problem (LCP). In order to use this for solving a game in extensive form, the game must first be converted to a strategic description such as the normal form. The classical normal form, however, is often exponentially large in the size of the game tree. If the game has perfect recall, a linear-sized strategic description is the sequence form. For the resulting small LCP, we show that an equilibrium is found efficiently by Lemke’s algorithm, a generalization of the Lemke-Howson method.

MSC:

91A05 2-person games
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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