Search Results - subject:"partial regularization"

Sparse recovery via partial regularization : models, theory, and algorithms

Lu, Zhaosong; Li, Xiaorui - In: Mathematics of operations research 43 (2018) 4, pp. 1290-1316

Persistent link: https://www.econbiz.de/10011957061

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

FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES

FLÅM, S. D.; RUSZCZYŃSKI, A. - In: International Game Theory Review (IGTR) 10 (2008) 01, pp. 37-51

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaidô-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/10005050956

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - Nationalekonomiska Institutionen, Ekonomihögskolan - 2006

Persistent link: https://www.econbiz.de/10005645179

Noncooperative Convex Games: Computing Equilibrium by Partial Regularization.

Flam, S.D.; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2000

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.

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