Flam, Sjur () (Economics Department, Bergen University) Ruszczynski, A. () (Rutgers University, Department of Management Science and Information Systems)
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This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to design computational algorithms for finding such equilibria. To comply with some freedom of individual choice the algorithms developed here are fairly decentralized. However, since coupling constraints must be enforced, repeated coordination is needed while underway towards equilibrium. Particular instances include zero-sum, two-person games - or minimax problems - that are convex-concave and involve convex coupling constraints.
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Paper provided by Lund University, Department of Economics in its series Working Papers with number
2006:9.
Length: 15 pages Date of creation: 27 Apr 2006 Date of revision: Handle: RePEc:hhs:lunewp:2006_009
Contact details of provider: Postal: Department of Economics, School of Economics and Management, Lund University, Box 7082, S-220 07 Lund,Sweden Phone: +46 +46 222 0000 Fax: +46 +46 2224613 Web page: http://www.nek.lu.se/ More information through EDIRC
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Find related papers by JEL classification: C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
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