[R] "Nash Equilibrium"
rvaradhan at jhmi.edu
Sat Dec 4 15:49:36 CET 2010
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 Varadhan, Ph.D.
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).
> 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
More information about the R-help