Chapter 2 Computation of equilibria in finite games

This chapter provides an overview of the latest state of the art of methods for numerical computation of Nash equilibria and refinements of Nash equilibria for general finite n -person games. The appropriate method for computing Nash equilibria for a game depends on a number of factors. The first and most important factor involves, whether it is required to simply find one equilibrium (a sample equilibrium), or find all equilibria. The problem of finding one equilibrium is a well studied problem, and there exist number of different methods for numerically computing a sample equilibrium. The problem of finding all equilibria has been addressed recently. While, there exist methods for computation of all equilibria, they are computationally intensive. With current methods, they are only feasible on small problems. The chapter overviews methods for computing sample equilibria in normal form games, and discusses the computation of equilibria on extensive form games.