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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 5, Pages 813–823 (Mi zvmmf654)  
This article is cited in 1 scientific paper (total in 1 paper)

Regularization methods with penalty functions for finding nash equilibria in a bilinear nonzero-sum two-person game

A. S. Antipina, F. P. Vasil'evb, A. Delavarkhalafib

a Dorodnicyn Computing Center Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
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Abstract: Bilinear nonzero-sum two-person games are considered. For solving this class of games, it is proposed to combine regularization methods (namely, the stabilization, residual, and quasi-solution methods) with penalty functions. The convergence of the methods is examined, and a regularizing operator is constructed.
Key words: two-person games, Nash equilibrium, penalty functions, regularization.
Received: 14.12.2004
Bibliographic databases:
Document Type: Article
UDC: 519.6:519.832.4
Language: Russian
Citation: A. S. Antipin, F. P. Vasil'ev, A. Delavarkhalafi, “Regularization methods with penalty functions for finding nash equilibria in a bilinear nonzero-sum two-person game”, Zh. Vychisl. Mat. Mat. Fiz., 45:5 (2005), 813–823; Comput. Math. Math. Phys., 45:5 (2005), 783–793
Citation in format AMSBIB
\Bibitem{AntVasDel05}
\by A.~S.~Antipin, F.~P.~Vasil'ev, A.~Delavarkhalafi
\paper Regularization methods with penalty functions for finding nash equilibria in a bilinear nonzero-sum two-person game
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2005
\vol 45
\issue 5
\pages 813--823
\mathnet{http://mi.mathnet.ru/zvmmf654}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2190077}
\zmath{https://zbmath.org/?q=an:1086.91002}
\transl
\jour Comput. Math. Math. Phys.
\yr 2005
\vol 45
\issue 5
\pages 783--793
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:82
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