ConstrainedStrategicEquilibrium.jl

ConstrainedStrategicEquilibrium.jl is a Julia package for solving Constrained Strategic Equilibrium (CSE) problems in game theory and economics.

It has been implemented based on the work by Armantier et al [1] and the Fortran code released alongside that publication.

Features

• Multiple Problem Types: Symmetric and asymmetric CSE problems
• Flexible Algorithms: Support for NonlinearSolve.jl solvers
• Built-in Visualization: Plotting recipes with RecipesBase
• Data Export: Results as DataFrames for easy analysis

Problem Types Supported

• SymmetricAfrprogsCSEProblem - Symmetric piecewise linear CSE form
• SymmetricJaePoly1CSEProblem - Symmetric polynomial CSE form
• AsymmetricAfrprogsCSEProblem - Asymmetric piecewise linear CSE form

Quick start

Install the CSE package:

julia -e 'using Pkg; Pkg.add("ConstrainedStrategicEquilibrium")'

Then in the julia repl (enter by running julia):

using ConstrainedStrategicEquilbrium

# create a CSE problem with default options
prob = SymmetricJaePoly1CSEProblem()

# solve the CSE problem
solutions = compute_cse(prob)

# print the vector of solutions
println(solutions)

# plot the last solution
using Plots
cseplot(solutions[end]; dpi=300)
savefig("jae-poly-1-result.png")

# store the computed CSE/BNE to csv file
using CSV
CSV.write("cse_result.csv", solutions[end].cse)