[R] "Nash Equilibrium"

[Ravi Varadhan]

Hi Christophe,

Aren't you also using fixed-point acceleration schemes (from the SQUAREM package) for solving the Nash equilibria?  

How does fixed-point acceleration approach compare to the optimization approach in terms of speed and robustness (i.e. convergence from bad starting values)?

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Christophe Dutang <dutangc at gmail.com>
Date: Saturday, December 4, 2010 5:09 am
Subject: Re: [R] "Nash Equilibrium"
To: Ravi Varadhan <rvaradhan at jhmi.edu>, ivo welch <ivowel at gmail.com>
Cc: r-help <r-help at stat.math.ethz.ch>


> Hello all,
> 
> Months ago, when I wanted to compute Nash equilibria (both standard 
> and generalized), I only found one package that implements the 
> discrete, i.e. when the player payoff is represented by a matrix. So I 
> decided to implement the computation when the payoff is a continuous 
> payoff, generally on a compact set.
> 
> The project NE computation is available on R-forge (, there is one 
> package called GNE computing generalized Nash Equilibria.
> 
> Two days ago, I commit a first stable and documented version. Please 
> download the binary from the "R packages" tab. The package depends on 
> the alabama package, which depends also on numDeriv. So you need to 
> download these two packages as well. 
> 
> Once loaded, ?GNE is an overview of the package. I put 3 examples of 
> GNE in the man page taken from von Heusinger & Kanzow (2009). 
> 
> Christophe  
> 
> PS: send me an email if you have problems with the functions.
> 
> Le 4 déc. 2010 à 00:25, Ravi Varadhan a écrit :
> 
> > I think Christophe Dutang is writing a package for generalized Nash
> > Equilibria models called "GNE".
> > 
> > I am cc'ing him here.  
> > 
> > I don't know if there are other packages out there.  Christophe 
> would know.
> > 
> > Ravi.
> > 
> > -------------------------------------------------------
> > Ravi Varadhan, Ph.D.
> > Assistant Professor,
> > Division of Geriatric Medicine and Gerontology School of Medicine Johns
> > Hopkins University
> > 
> > Ph. (410) 502-2619
> > email: rvaradhan at jhmi.edu
> > 
> > 
> > -----Original Message-----
> > From: r-help-bounces at r-project.org [ On
> > Behalf Of ivo welch
> > Sent: Friday, December 03, 2010 5:40 PM
> > To: r-help
> > Subject: [R] "Nash Equilibrium"
> > 
> > Dear R experts:
> > 
> > I searched cran (and r-help) for "nash equilibrium" and "game" but
> > nothing stuck out.  has someone written a numerical nash optimizer for
> > two players?
> > 
> > player a has choices x1,x2,x3,... and cares about (maximizes)
> > pa(x1,x2,x3,...,y1,y2,y3)
> > player b has choices y1,y2,y3,..., and cares about (maximizes)
> > pb(x1,x2,x3,...,y1,y2,y3)
> > 
> > I can tune it to my problem, but if someone has already invented this,
> > please point me to it, so that I do not have to reinvent the wheel.
> > 
> > regards,
> > 
> > /iaw
> > 
> > ----
> > Ivo Welch (ivo.welch at brown.edu, ivo.welch at gmail.com)
> > 
> > ______________________________________________
> > R-help at r-project.org mailing list
> > 
> > PLEASE do read the posting guide 
> > and provide commented, minimal, self-contained, reproducible code.
> > 
> 
> --
> Christophe Dutang
> Ph.D. student at ISFA, Lyon, France
> website: 
> 
> 
> 
> 
> 
>