Extra-proximal methods for solving two-person nonzero-sum games

  • Authors:

  • Anatoly Antipin

  • Affiliations:

  • Computing Center of Russian Academy of Sciences, Vavilova str.40, 119991, Moscow, Russia

  • Venue:
  • Mathematical Programming: Series A and B - Series B - Special Issue: Nonsmooth Optimization and Applications
  • Year:
  • 2009

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Abstract

We consider two-person nonzero-sum game, both in the classical form and in the form of a game with coupled variables. An extra-proximal approach for finding the game’s solutions is suggested and justified. We provide our algorithm with an analysis of its convergence.