Extraproximal method for solving two-person saddle-point games

Extraproximal method for solving two-person saddle-point games

An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.

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Veröffentlicht in:Computational mathematics and mathematical physics 2011-09, Vol.51 (9), p.1472-1482
Hauptverfasser: Antipin, A. S., Artem’eva, L. A., Vasil’ev, F. P.
Format: Artikel
Sprache:eng
Schlagworte:
Computational mathematics
Computational Mathematics and Numerical Analysis
Convex analysis
Equilibrium
Game theory
Games
Interest rates
Mathematical analysis
Mathematics
Mathematics and Statistics
Optimization
Studies
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Zusammenfassung:An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.
ISSN:0965-5425
1555-6662
DOI:10.1134/S0965542511090041