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 d?c. 2010 ? 00:25, Ravi Varadhan a ?crit :
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
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)