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Noncooperative Convex Games: Computing Equilibrium By Partial Regularization

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Author Info
S.D. Flam
A. Ruszczynski

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Abstract

A class of non-cooperative constrained games is analyzed for which the Ky Fan function is convex-concave. Nash equilibria of such games correspond to diagonal saddle points of the said function. This feature is exploited in designing computational algorithms for finding such equilibria.

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Paper provided by International Institute for Applied Systems Analysis in its series Working Papers with number wp94042.

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Date of creation: May 1994
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Handle: RePEc:wop:iasawp:wp94042

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  1. M.J. Kallio & A. Ruszczynski, 1994. "Perturbation Methods for Saddle Point Computation," Working Papers wp94038, International Institute for Applied Systems Analysis. [Downloadable!]
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This page was last updated on 2009-12-28.

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