Computing a proper equilibrium of a bimatrix game

  • Authors:
  • Troels Bjerre Sørensen

  • Affiliations:
  • University of Warwick, Coventry, United Kingdom

  • Venue:
  • Proceedings of the 13th ACM Conference on Electronic Commerce
  • Year:
  • 2012

Quantified Score

Hi-index 0.00

Visualization

Abstract

We provide the first pivoting-type algorithm that computes an exact proper equilibrium of a bimatrix game. This is achieved by using Lemke's algorithm to solve a linear complementarity problem (LCP) of polynomial size. This also proves that computing a simple refinement of proper equilibria for bimatrix game is PPAD-complete. The algorithm also computes a witness in the form of a parameterized strategy that is an epsilon-proper equilibrium for any given sufficiently small epsilon, allowing polynomial-time verification of the properties of the refined equilibrium. The same technique can be applied to matrix games (two-player zero-sum), thereby computing a parameterized epsilon-proper strategy in polynomial time using linear programming.