Article ID: | iaor20072539 |
Country: | Netherlands |
Volume: | 129 |
Issue: | 3 |
Start Page Number: | 349 |
End Page Number: | 372 |
Publication Date: | Jun 2006 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Hansen Pierre, Audet C., Belhaiza B. |
Bimatrix and polymatrix games are expressed as parametric linear 0–1 programs. This leads to an algorithm for the complete enumeration of their extreme equilibria, which is the first one proposed for polymatrix games. The algorithm computational experience is reported for two and three players on randomly generated games for sizes up to 14 × 14 and 13 × 13 × 13.