Simple Search Methods For Finding A Nash Equilibrium

Abstract

We present two simple search methods for computing a sample Nash equilibrium in a normal-form game: one for 2player games and one for n-player games. We test these algorithms on many classes of games, and show that they perform well against the state of the art — the Lemke-Howson algorithm for 2-player games, and Simplicial Subdivision and Govindan-Wilson for n-player games.