Articles on computation of Nash equilibria

[Eav71]B. C. Eaves, “The linear complementarity problem”, 612-634, Management Science , 17, 1971.
[GovWil03]Govindan, Srihari and Robert Wilson. (2003) “A Global Newton Method to Compute Nash Equilibria.” Journal of Economic Theory 110(1): 65-86.
[GovWil04]Govindan, Srihari and Robert Wilson. (2004) “Computing Nash Equilibria by Iterated Polymatrix Approximation.” Journal of Economic Dynamics and Control 28: 1229-1241.
[Jiang11]A. X. Jiang, K. Leyton-Brown, and N. Bhat. (2011) “Action-Graph Games.” Games and Economic Behavior 71(1): 141-173.
[KolMegSte94]Daphne Koller, Nimrod Megiddo, and Bernhard von Stengel (1996). “Efficient computation of equilibria for extensive two-person games.” Games and Economic Behavior 14: 247-259.
[LemHow64]C. E. Lemke and J. T. Howson, “Equilibrium points of bimatrix games”, 413-423, Journal of the Society of Industrial and Applied Mathematics , 12, 1964.
[Man64]O. Mangasarian, “Equilibrium points in bimatrix games”, 778-780, Journal of the Society for Industrial and Applied Mathematics, 12, 1964.
[McK91]Richard McKelvey, A Liapunov function for Nash equilibria, 1991, California Institute of Technology.
[McKMcL96]Richard McKelvey and Andrew McLennan, “Computation of equilibria in finite games”, 87-142, Handbook of Computational Economics , Edited by H. Amman, D. Kendrick, J. Rust, Elsevier, 1996.
[PNS04]Ryan Porter, Eugene Nudelman, and Yoav Shoham. “Simple search methods for finding a Nash equilibrium.” Games and Economic Behavior 664-669, 2004.
[Ros71]J. Rosenmuller, “On a generalization of the Lemke-Howson Algorithm to noncooperative n-person games”, 73-79, SIAM Journal of Applied Mathematics, 21, 1971.
[Sha74]Lloyd Shapley, “A note on the Lemke-Howson algorithm”, 175-189, Mathematical Programming Study , 1, 1974.
[Tur05]Theodore L. Turocy, “A dynamic homotopy interpretation of the logistic quantal response equilibrium correspondence”, 243-263, Games and Economic Behavior, 51, 2005.
[Tur10]Theodore L. Turocy, “Using Quantal Response to Compute Nash and Sequential Equilibria.” Economic Theory 42(1): 255-269, 2010.
[VTH87]G. van der Laan, A. J. J. Talman, and L. van Der Heyden, “Simplicial variable dimension algorithms for solving the nonlinear complementarity problem on a product of unit simplices using a general labelling”, 377-397, Mathematics of Operations Research , 1987.
[Wil71]Robert Wilson, “Computing equilibria of n-person games”, 80-87, SIAM Applied Math, 21, 1971.
[Yam93]Y. Yamamoto, 1993, “A Path-Following Procedure to Find a Proper Equilibrium of Finite Games ”, International Journal of Game Theory .

General game theory articles and texts

[Harsanyi1967a]John Harsanyi, “Games of Incomplete Information Played By Bayesian Players I”, 159-182, Management Science , 14, 1967.
[Harsanyi1967b]John Harsanyi, “Games of Incomplete Information Played By Bayesian Players II”, 320-334, Management Science , 14, 1967.
[Harsanyi1968]John Harsanyi, “Games of Incomplete Information Played By Bayesian Players III”, 486-502, Management Science , 14, 1968.
[KreWil82]David Kreps and Robert Wilson, “Sequential Equilibria”, 863-894, Econometrica , 50, 1982.
[McKPal95]Richard McKelvey and Tom Palfrey, “Quantal response equilibria for normal form games”, 6-38, Games and Economic Behavior , 10, 1995.
[McKPal98]Richard McKelvey and Tom Palfrey, “Quantal response equilibria for extensive form games”, 9-41, Experimental Economics , 1, 1998.
[Mye78]Roger Myerson, “Refinements of the Nash equilibrium concept”, 73-80, International Journal of Game Theory , 7, 1978.
[Nas50]John Nash, “Equilibrium points in n-person games”, 48-49, Proceedings of the National Academy of Sciences , 36, 1950.
[Sel75]Reinhard Selten, Reexamination of the perfectness concept for equilibrium points in extensive games , 25-55, International Journal of Game Theory , 4, 1975.
[vanD83]Eric van Damme, 1983, Stability and Perfection of Nash Equilibria , Springer-Verlag, Berlin.

Textbooks and general reference

[Mye91]Roger Myerson, 1991, Game Theory : Analysis of Conflict , Harvard University Press.