Multilinear formulations for computing Nash equilibrium of multi-player matrix games
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We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. These are extensions of the formulations known for two-player games We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program finds a Nash equilibrium faster than any of the methods we compare it to, including the quantal response equilibrium method, which is recommended for large games. Hence, the multilinear feasibility program is an alternative method to find a Nash equilibrium in multi-player games, and outperforms many common algorithms. The mixed-integer formulations are generalisations of known mixed-integer programs for two-player games, however unlike two-player games, these mixed-integer programs do not give better performance than existing algorithms.
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