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Hard‐to‐Solve Bimatrix Games
Authors:Rahul Savani  Bernhard von Stengel
Abstract:The Lemke–Howson algorithm is the classical method for finding one Nash equilibrium of a bimatrix game. This paper presents a class of square bimatrix games for which this algorithm takes, even in the best case, an exponential number of steps in the dimension d of the game. Using polytope theory, the games are constructed using pairs of dual cyclic polytopes with 2d suitably labeled facets in d‐space. The construction is extended to nonsquare games where, in addition to exponentially long Lemke–Howson computations, finding an equilibrium by support enumeration takes on average exponential time.
Keywords:Bimatrix game  computational complexity  Lemke–  Howson algorithm  Nash equilibrium  support enumeration
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