Noncooperative Convex Games: Computing Equilibrium by Partial Regularization.

A class of non-cooperative constrained games is analysed for which the Ky Fan fuction is convex-concave. Nash equilibria of such games correspond to diagonal saddle points of the said function. This feature is exploited in designing computational algorithms for finding such equilibria.

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Year of publication:	2000
Authors:	Flam, S.D. ; Ruszczynski, A.
Institutions:	Institutt for Økonomi, Universitetet i Bergen
Subject:	NONCOOPERATIVE CONSTRAINED \| NASH EQUILIBRIUM \| SUBGRADIENT PROJECTION \| PROXIMAL POINT ALGORITHM \| PARTIAL REGULARIZATION

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Series:	Norway; Department of Economics, University of Bergen.
Type of publication:	Book / Working Paper
Notes:	12 pages
Classification:	C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005675265