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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 9, Pages 1576–1587
(Mi zvmmf9536)
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This article is cited in 8 scientific papers (total in 8 papers)
Extraproximal method for solving two-person saddle-point games
A. S. Antipina, L. A. Artem'evab, F. P. Vasil'evb a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
Abstract:
An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.
Key words:
saddle point, two-person saddle-point game, equilibrium point, extraproximal method.
Received: 31.03.2011
Citation:
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Extraproximal method for solving two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 51:9 (2011), 1576–1587; Comput. Math. Math. Phys., 51:9 (2011), 1472–1482
Linking options:
https://www.mathnet.ru/eng/zvmmf9536 https://www.mathnet.ru/eng/zvmmf/v51/i9/p1576
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