Noncooperative Convex Games: Computing Equilibrium By Partial Regularization

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

[thumbnail of WP-94-042.pdf]
Preview
Text
WP-94-042.pdf

Download (398kB) | Preview

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: 27 Aug 2021 17:14
URI: https://pure.iiasa.ac.at/4167

Actions (login required)

View Item View Item