Extra-proximal methods for solving two-person nonzero-sum games

• 成果类型: Article
• 署名作者: Antipin, Anatoly
• 署名单位: Russian Academy of Sciences
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0152-2
• 发表日期: 2009
• 页码: 147-177
• 关键词: equilibrium points; fixed-points

摘要

We consider two-person nonzero-sum game, both in the classical form and in the form of a game with coupled variables. An extra-proximal approach for finding the game's solutions is suggested and justified. We provide our algorithm with an analysis of its convergence.