Monotone Operator Methods for Nash Equilibria in Non-potential Games
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications to generalized Nash equilibria, zero-sum games, and cyclic...
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| creator | Combettes, Patrick Briceño-Arias, Luis |
| description | We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications to generalized Nash equilibria, zero-sum games, and cyclic proximation problems are demonstrated. |
| doi_str_mv | 10.1007/978-1-4614-7621-4_9 |
| format | Book Chapter |
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We propose splitting techniques to solve such problems and establish their convergence. Applications to generalized Nash equilibria, zero-sum games, and cyclic proximation problems are demonstrated.</abstract><cop>United States</cop><pub>Springer New York</pub><doi>10.1007/978-1-4614-7621-4_9</doi><oclcid>861080899</oclcid><tpages>17</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 2194-1009 |
| ispartof | Computational and Analytical Mathematics, 2013, Vol.50, p.143-159 |
| issn | 2194-1009 2194-1017 |
| language | eng |
| recordid | cdi_hal_primary_oai_HAL_hal_01077018v1 |
| source | Springer Books |
| subjects | 47H05 49M27 Algorithms Functional analysis & transforms Mathematics Monotone operator Nash equilibrium Number theory Operational research Optimization and Control Potential game Primary 91A05 Proximal algorithm Secondary 90C25 Splitting method Zero-sum game |
| title | Monotone Operator Methods for Nash Equilibria in Non-potential Games |
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