Technical Note—Characterizing and Computing the Set of Nash Equilibria via Vector Optimization

The authors are grateful to Ta Van Tu, who computed the efficient faces in Examples 3.9, 3.10, and 4.6 with his implementation based on Van Tu (2017). The authors thank Andreas Löhne for a helpful discussion about nonconvex ordering cones in vector optimization. The authors thank Benjamin Weißing for providing insights into the computation of the set of all efficient extreme points of a linear vector optimization problem with a convex ordering cone containing lines and having an empty interior in Bensolve (Löhne and Weißing 2017) via polyhedral projections, which provides an alternative to the approach used and described here in Remark 3.5 of turning a linear vector optimization problem into a multiobjective linear program with a natural ordering cone. The authors thank Niklas Hey for the numerical implementation of Examples 3.3 and 3.4 based on a small correction of the algorithm proposed in Tohidi and Hassasi (2018).