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A branch-and-bound algorithm for polymatrix games ɛ-proper nash equilibria computation

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Abstract

When several Nash equilibria exist in the game, decision-makers need to refine their choices based on some refinement concepts. To this aim, the notion of a ɛ-proper equilibria set for polymatrix games is used to develop 0–1 mixed linear programs and compute ɛ-proper Nash equilibria. A Branch-and-Bound exact arithmetics algorithm is proposed. Experimental results are provided on polymatrix games randomly generated with different sizes and densities.

Original languageEnglish
Article number365
JournalAlgorithms
Volume14
Issue number12
DOIs
StatePublished - Dec 2021

Bibliographical note

Publisher Copyright:
© 2021 by the authors. Licensee MDPI, Basel, Switzerland.

Keywords

  • Nash equilibrium
  • Polymatrix game
  • Refinement

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Numerical Analysis
  • Computational Theory and Mathematics
  • Computational Mathematics

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