同伦方法在博弈论中计算均衡的应用综述

Homotopy Methods to Compute Equilibria in Game Theory

Economic Theory · 2006
被引 11
人大 A-ABS 3

中文导读

综述了同伦方法在博弈论中稳健计算纳什均衡及其精炼的应用,详细介绍了Lemke-Howson等算法,并扩展到扩展式和动态博弈的均衡计算。

Abstract

This paper presents a survey of the use of homotopy methods in game theory. Homotopies allow for a robust computation of game-theoretic equilibria and their refinements. Homotopies are also suitable to compute equilibria that are selected by various selection theories. We present the relevant techniques underlying homotopy algorithms. We give detailed expositions of the Lemke–Howson algorithm and the van den Elzen–Talman algorithm to compute Nash equilibria in 2-person games, and the Herings–van den Elzen, Herings–Peeters, and McKelvey–Palfrey algorithms to compute Nash equilibria in general n-person games. We explain how the main ideas can be extended to compute equilibria in extensive form and dynamic games, and how homotopies can be used to compute all Nash equilibria.

同伦方法纳什均衡博弈论算法