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Optimization and Optimal Control, pp. 1-28 P.M. Pardalos, I. Tsevendorj, and R. Enkhbat, Editors
 

Summary: Optimization and Optimal Control, pp. 1-28
P.M. Pardalos, I. Tsevendorj, and R. Enkhbat, Editors
c
#2003 World Scientic Publishing Co.
Extragradient approach to solution of two person
non-zero sum games
Anatoly Antipin (antipin@ccas.ru)
Computing Center of Russian Academy of Sciences,
Vavilov str., 40, 119991 Moscow, Russia
Abstract. The two person non-zero sum game is considered in the following
statements: in classical form, under the availability of inequality-constraints and
coupled constraints. A extragradient method for computing Nash equilibria for
these statements is suggested and its convergence is investigated.
Keywords: Non-zero sum game, extragradient method, coupled constraints,
convergence.
1 Introduction
Let# = X 1 X 2 be a rectangle, where X 1 # R n 1
1 , X 2 # R n 2
2 are convex closed sets
from nite-dimensional Euclidean spaces, generally speaking, various dimensionality.

  

Source: Antipin, Anatoly S. - Dorodnicyn Computing Centre of the Russian Academy of Sciences

 

Collections: Computer Technologies and Information Sciences; Mathematics