Hi Christophe, Aren't you also using fixed-point acceleration schemes (from the SQUAREM package) for solving the Nash equilibria?
How does fixed-point acceleration approach compare to the optimization approach in terms of speed and robustness (i.e. convergence from bad starting values)? Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Christophe Dutang <duta...@gmail.com> Date: Saturday, December 4, 2010 5:09 am Subject: Re: [R] "Nash Equilibrium" To: Ravi Varadhan <rvarad...@jhmi.edu>, ivo welch <ivo...@gmail.com> Cc: r-help <r-h...@stat.math.ethz.ch> > 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 déc. 2010 à 00:25, Ravi Varadhan a écrit : > > > 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 > would know. > > > > Ravi. > > > > ------------------------------------------------------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, > > Division of Geriatric Medicine and Gerontology School of Medicine Johns > > Hopkins University > > > > Ph. (410) 502-2619 > > email: rvarad...@jhmi.edu > > > > > > -----Original Message----- > > From: r-help-boun...@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.we...@brown.edu, ivo.we...@gmail.com) > > > > ______________________________________________ > > R-help@r-project.org mailing list > > > > PLEASE do read the posting guide > > and provide commented, minimal, self-contained, reproducible code. > > > > -- > Christophe Dutang > Ph.D. student at ISFA, Lyon, France > website: > > > > > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.