An interesting and to-date missing method for computing equilibrium/a of games (especially with three or more players) is the method proposed by Herings, P. & Peeters, R. Econ Theory (2001) 18: 159. doi:10.1007/PL00004129 (http://link.springer.com/article/10.1007%2FPL00004129).
This method defines a smooth path, so the existing path-following algorithm used for QRE tracing should work more or less out of the box. The Fortran codes implementing this (using HOMPACK) are available on Ronald Peeters' website:
http://researchers-sbe.unimaas.nl/ronaldpeeters/research/software/
The files rho and rhojac are the key ones, as they show the computation of the system and its Jacobian.
An interesting and to-date missing method for computing equilibrium/a of games (especially with three or more players) is the method proposed by Herings, P. & Peeters, R. Econ Theory (2001) 18: 159. doi:10.1007/PL00004129 (http://link.springer.com/article/10.1007%2FPL00004129).
This method defines a smooth path, so the existing path-following algorithm used for QRE tracing should work more or less out of the box. The Fortran codes implementing this (using HOMPACK) are available on Ronald Peeters' website:
http://researchers-sbe.unimaas.nl/ronaldpeeters/research/software/
The files rho and rhojac are the key ones, as they show the computation of the system and its Jacobian.