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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:
changed the title [-]Implement Herings-Peeters differentiable homotopy to compute Tracing Procedure selection[/-][+]FEAT: Implement Herings-Peeters differentiable homotopy to compute Tracing Procedure selection[/+]on Aug 2, 2023
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[-]Implement Herings-Peeters differentiable homotopy to compute Tracing Procedure selection[/-][+]FEAT: Implement Herings-Peeters differentiable homotopy to compute Tracing Procedure selection[/+]tturocy commentedon Sep 8, 2026
This has, at long last, been accomplished in #1113!