Noncooperative constrained finite games: alternate linear programming approach
M. Godoy, E. Gomez Ramrez, Alexander S. Poznyak, K. Najim · 2004
In this paper a new numerical procedure is suggested for the calculation of a Nash-equilibrium point for a static N-persons noncooperative finite game without constraints that involves a solution of a linear programming problem given in the extended (complementary) counter-coalition vector form. In the constrained case, the alternate application of the same linear programming method (ALPM), when some parts of variables are fixed, generates the sequence of vectors converging to a Nash equilibrium point. Several testing examples show the workability of the suggested approach.