Progress in approximate nash equilibria

Abstract

It is known [5] that an additively ε-approximate Nash equilibrium (with supports of size at most two) can be computed in polynomial time in any 2-player game with ε=.5. It is also known that no approximation better than .5 is possible unless equilibria with support larger than logn are considered, where n is the number of strategies per player. We give a polynomial algorithm for computing an ε-approximate Nash equilibrium in 2-player games with ε ≈ .38; our algorithm computes equilibria with arbitrarily large supports.