Geodesic
Numerical search for equilibria in bimatrix games
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 983-997

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Numerical search for Nash equilibria in a bimatrix game is analyzed by applying the variational approach. To solve an associated nonconvex mathematical programming problem, a modified global search algorithm is proposed that is based on global optimality conditions for this problem. The efficiency of the algorithm is demonstrated by numerical results. 
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     author = {A. V. Orlov and A. S. Strekalovskii},
     title = {Numerical search for equilibria in bimatrix games},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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     number = {6},
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     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a3/}
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A. V. Orlov; A. S. Strekalovskii. Numerical search for equilibria in bimatrix games. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 983-997. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a3/