Search Results - subject:"partial regularization"

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10013208501

Computing Normalized Equilibria in Convex-Concave Games

Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006

- variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points … Normalized Equilibria in Convex-Concave Games 7 3. Partial Regularization Methods In ordinary Nash equilibrium every party, quite … and incorporated in the following two algo- rithms: Algorithm 1(Partial regularization in individual strategies …

Persistent link: https://www.econbiz.de/10008925668