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Lemke-Howson Algorithm for 2-Player Games

version 1.3.0.0 (2.74 KB) by Richard Katzwer
A function for computing mixed Nash equilibria in bimatrix games.

9 Downloads

Updated 31 Dec 2014

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This function computes a sample mixed strategy Nash equilibrium in a bimatrix game. This function implements the Lemke-Howson complementary pivoting algorithm for solving Bimatrix Games, a variant of the Lemke algorithm for linear complementarity problems (LCPs).
References:

C. E. Lemke and J. T. Howson, Jr. "Equilibrium Points of Bimatrix Games" Journal of the Society for Industrial and Applied Mathematics. Vol. 12, No. 2 (Jun., 1964), pp. 413-423

Lloyd S. Shapley. "A note on the Lemke-Howson algorithm". Pivoting and Extension: Mathematical Programming Studies Volume 1, 1974, pp 175-189

Bruno Codenotti, Stefano De Rossi, Marino Pagan. "An experimental analysis of Lemke-Howson algorithm."

Comments and Ratings (3)

Qingyu

works very well

crystal

very useful

Kevin

very good

Updates

1.3.0.0

Changed title

1.2.0.0

Updated tags

1.1.0.0

Fixed strict-positivity check on column player payoff matrix 'B'.

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux