LiapSolve

Name

LiapSolve -- Computes Nash equilibria via function minimization

Synopsis

LiapSolve[start->BEHAV, {asNfg->False}, {stopAfter->1}, 
          {nTries->10}, {accuracy->0.000000}, {time<->0}, 
          {nEvals<->0}, {traceFile<->(Output)}, 
          {traceLevel->0}] =: LIST(BEHAV)
LiapSolve[start->MIXED, {stopAfter->1}, {nTries->10}, 
          {accuracy->0.000000}, {time<->0}, {nEvals<->0}, 
          {traceFile<->(Output)}, {traceLevel->0}] =: LIST(MIXED)

Description

LiapSolve searches for a Nash equilibrium by minimizing a Lyapunov function which is zero exactly at Nash equilibria. The algorithm starts from the initial starting point determined by the parameter start. The algorithm is not guaranteed to find a Nash equilibrium from any fixed starting point. The algorithm thus incorporates the capability of restarting. If a Nash equilibrium is not found, it will keep searching from new randomly chosen starting points until a Nash equilibrium has been found or the maximum number of tries (parameter nTries) is exceeded, whichever comes first. The list of solutions found is returned.

The behavior of the algorithm may be modified by specifying the following optional parameters: