On the convergence of the Lemke–Howson algorithm for bi-matrix games

D. S. Nabatova

Financial University under the Government of the Russian Federation, Moscow

Abstract: We discuss conditions that guarantee the convergence of the computational Lemke–Howson algorithm for the solution of bi-matrix games and the computation of all Nash equilibria. An example is also presented.

UDC: 519.85

 English version: Journal of Mathematical Sciences, 2016, 216:5, 702–715