A Note on the Lemke-Howson Algorithm.
RAND CORP SANTA MONICA CALIF
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The Lemke-Howson algorithm for bimatrix games provides both an elementary proof of the existence of equilibrium points and an efficient computational method for finding at least one equilibrium point. The first half of this report presents a geometrical view of the algorithm that makes its operation especially easy to visualize. Several illustrations are given, including Wilsons example of inaccessible equilibrium points. The second half presents an orientation theory for the equilibrium points of nondegenerate bimatrix games and the Lemke-Howson paths that interconnect them in particular, it is shown that there is always one more negative than positive equilibrium point.
- Operations Research