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Fast Complete Algorithm for Multiplayer Nash Equilibrium

Decision and Game Theory for Security (GameSec), 2020
Abstract

We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the prior fastest complete algorithm on several game classes previously studied and that its runtimes even outperform the best incomplete algorithms.

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