Computing Equilibria of N-Player Games with Arbitrary Accuracy

Computing Equilibria of N-Player Games with Arbitrary Accuracy

By Srihari Govindan, Robert Wilson
2008Working Paper No. 1984

From a variant of Kuhn's triangulation we derive a discrete version of the Global Newton Method that yields an epsilon-equilibrium of an N-player game and then sequentially reduces epsilon toward zero to obtain any desired precision or the best precision for any number of iterations.