Source code for nash.algorithms.vertex_enumeration

"""A class for the vertex enumeration algorithm"""
from nash.polytope import build_halfspaces, non_trivial_vertices

import numpy as np
from itertools import product

[docs]def vertex_enumeration(A, B): """ Obtain the Nash equilibria using enumeration of the vertices of the best response polytopes. Algorithm implemented here is Algorithm 3.5 of [Nisan2007]_ 1. Build best responses polytopes of both players 2. For each vertex pair of both polytopes 3. Check if pair is fully labelled 4. Return the normalised pair Returns ------- equilibria: A generator. """ if np.min(A) < 0: A = A + abs(np.min(A)) if np.min(B) < 0: B = B + abs(np.min(B)) number_of_row_strategies, row_dimension = A.shape max_label = number_of_row_strategies + row_dimension full_labels = set(range(max_label)) row_halfspaces = build_halfspaces(B.transpose()) col_halfspaces = build_halfspaces(A) for row_v, row_l in non_trivial_vertices(row_halfspaces): adjusted_row_l = set((label + number_of_row_strategies) % (max_label) for label in row_l) for col_v, col_l in non_trivial_vertices(col_halfspaces): if adjusted_row_l.union(col_l) == full_labels: yield row_v / sum(row_v), col_v / sum(col_v)