Finding all Nash equilibria of a bimatrix game

Bernhard von Stengel

Abstract:
A bimatrix game is a basic model in non-cooperative game theory. Its central solution concept is the Nash equilibrium. For bimatrix games, Nash equilibria are best understood geometrically. Recent results seem to make it unlikely that a polynomial-time algorithm for finding one Nash equilibrium exists. In this talk we consider the problem of finding *all* Nash equilibria of a bimatrix game. First, we will introduce the main concepts and geometric tools. Then, we will describe the state-of-the-art algorithms, which are based on linear programming and polyhedral computation, and report the results of computational experiments. Joint work with David Avis, Gabriel Rosenberg, and Rahul Savani.