Title
An Empirical Study on Computing Equilibria in Polymatrix Games.
Abstract
The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The empirical performance of algorithms to solve these games has received little attention, despite their wide-ranging applications. In this paper we carry out a comprehensive empirical study of two prominent algorithms for computing a sample equilibrium in these games, Lemke's algorithm that computes an exact equilibrium, and a gradient descent method that computes an approximate equilibrium. Our study covers games arising from a number of interesting applications. We find that Lemke's algorithm can compute exact equilibria in relatively large games in a reasonable amount of time. If we are willing to accept (high-quality) approximate equilibria, then we can deal with much larger games using the descent method. We also report on which games are most challenging for each of the algorithms.
Year
DOI
Venue
2016
10.5555/2936924.2936955
AAMAS
Keywords
DocType
Volume
Game Theory,Nash Equilibrium,Approximate Equilibria,Polymatrix Games,Auctions,Bayesian Two-Player Games,Lemke's Algorithm,Gradient Descent
Conference
abs/1602.06865
ISBN
Citations 
PageRank 
978-1-4503-4239-1
2
0.37
References 
Authors
19
4
Name
Order
Citations
PageRank
Argyrios Deligkas1197.43
John Fearnley213417.49
Tobenna Peter Igwe360.83
Rahul Savani424330.09