Merge pull request #19 from QuantEcon/repeatedgames

Add code for solving repeated games.

REQUIRE

@@ -1,2 +1,7 @@
-julia 0.4
-Compat 0.8.4
+julia 0.5
+Clp
+MathProgBase
+QuantEcon
+Polyhedra
+CDDLib
+

src/Games.jl

@@ -1,6 +1,13 @@
 module Games
 
 # Packages
+using Clp
+using MathProgBase
+using QuantEcon
+
+# Geometry packages
+using Polyhedra
+getlibraryfor(2, AbstractFloat)
 
 # 0.5 compatibility
 import Compat.view
@@ -16,6 +23,8 @@ typealias ActionProfile Union{PureActionProfile,MixedActionProfile}
 # package code goes here
 include("normal_form_game.jl")
 include("pure_nash.jl")
+include("repeated_game_util.jl")
+include("repeated_game.jl")
 
 
 export Player, NormalFormGame, # Types
@@ -31,6 +40,12 @@ export Player, NormalFormGame, # Types
  num_players, num_actions, num_opponents,
 
  # Nash Equilibrium
- pure_nash
+ pure_nash,
+
+ # Repeated Games
+ RepeatedGame, unpack, flow_u_1, flow_u_2, flow_u, best_dev_i,
+ best_dev_1, best_dev_2, best_dev_payoff_i, best_dev_payoff_1,
+ best_dev_payoff_2, worst_value_i, worst_value_1, worst_value_2,
+ worst_values, outerapproximation
 
 end # module

src/pure_nash.jl

@@ -6,7 +6,7 @@ action Nash.
 Currently uses a brute force algorithm, but that hopefully
 will change in the future.
 """
-function pure_nash(nfg::NormalFormGame)
+function pure_nash(nfg::NormalFormGame; ntofind=Inf)
  # Get number of players and their actions
  np = num_players(nfg)
  na = nfg.nums_actions
@@ -16,9 +16,20 @@ function pure_nash(nfg::NormalFormGame)
 
  # For each action profile check whether it is NE
  as = CartesianRange(na)
- for a in as
+
+ # Create counter for how many to find and iterator for actions
+ nfound = 0
+ state = start(as)
+
+ while (nfound < ntofind) & !done(as, state)
+ # Get next action pair
+ a, state = next(as, state)
  _a = a.I
- is_nash(nfg, _a) ? push!(ne, _a) : nothing
+
+ if is_nash(nfg, _a)
+ push!(ne, _a)
+ nfound = nfound + 1
+ end
  end
 
  return ne