Noncooperative Convex Games: Computing Equilibrium By Partial Regularization

Flam SD & Ruszczynski A (1994). Noncooperative Convex Games: Computing Equilibrium By Partial Regularization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-042

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Abstract

A class of non-cooperative constrained games is analyzed for which the Ky Fan function 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.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Optimization under Uncertainty (OPT)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:04
Last Modified: 23 Jul 2016 11:19
URI: http://pure.iiasa.ac.at/4167

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