I have a $N$ person game where each person has a set of $M$ discrete strategies. I know from the theory that at least one mixed strategy Nash Equilibrium exists.
Can someone please tell me how do I find one of those equilibrium points by numerical simulation?
I can not find in the book any explanation of how to simulate. I just need the basic direction.
Thank you.
Here is a recent survey article on the algorithms for computing (mixed strategy) Nash equilibria: http://www.maths.lse.ac.uk/Personal/stengel/ETissue/ETintro.pdf