Computing Normalized Equilibria in Convex-Concave Games
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.
|Date of creation:||27 Apr 2006|
|Date of revision:|
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- M.J. Kallio & A. Ruszczynski, 1994. "Perturbation Methods for Saddle Point Computation," Working Papers wp94038, International Institute for Applied Systems Analysis.
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"Computing Normalized Equilibria in Convex-Concave Games,"
2006:9, Lund University, Department of Economics.
- Flåm, Sjur Didrik & Ruszczynski, A., 2006. "Computing Normalized Equilibria in Convex-Concave Games," Working Papers in Economics 05/06, University of Bergen, Department of Economics.
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