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 (https://r-forge.r-project.org/R/?group_id=860), 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: [email protected] > > > -----Original Message----- > From: [email protected] [mailto:[email protected]] 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 ([email protected], [email protected]) > > ______________________________________________ > [email protected] 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. > -- Christophe Dutang Ph.D. student at ISFA, Lyon, France website: http://dutangc.free.fr ______________________________________________ [email protected] 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.
