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Noncooperative Convex Games: Computing Equilibrium By Partial Regularization

Author

Listed:
  • S.D. Flam
  • A. Ruszczynski

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.

Suggested Citation

  • S.D. Flam & A. Ruszczynski, 1994. "Noncooperative Convex Games: Computing Equilibrium By Partial Regularization," Working Papers wp94042, International Institute for Applied Systems Analysis.
  • Handle: RePEc:wop:iasawp:wp94042
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    File URL: http://www.iiasa.ac.at/Publications/Documents/WP-94-042.ps
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    References listed on IDEAS

    as
    1. 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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    More about this item

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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