Computing all Nash equilibria of low-rank bi-matrix games

Fuente: arXiv
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Main Authors: Feinstein, Zachary, Löhne, Andreas, Rudloff, Birgit
Format: Preprint
Published: 2025
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author Feinstein, Zachary
Löhne, Andreas
Rudloff, Birgit
author_facet Feinstein, Zachary
Löhne, Andreas
Rudloff, Birgit
contents We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for when such reductions exist. Building on this framework, we present three approaches for computing the set of extremal Nash equilibria, based on vertex enumeration, polyhedral calculus, and vector linear programming. Numerical case studies demonstrate the effectiveness of the proposed reduction and solution methods.
format Preprint
id arxiv_https___arxiv_org_abs_2509_11718
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Computing all Nash equilibria of low-rank bi-matrix games
Feinstein, Zachary
Löhne, Andreas
Rudloff, Birgit
Optimization and Control
We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for when such reductions exist. Building on this framework, we present three approaches for computing the set of extremal Nash equilibria, based on vertex enumeration, polyhedral calculus, and vector linear programming. Numerical case studies demonstrate the effectiveness of the proposed reduction and solution methods.
title Computing all Nash equilibria of low-rank bi-matrix games
topic Optimization and Control
url https://arxiv.org/abs/2509.11718