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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 9, Pages 1588–1593 (Mi zvmmf9537)  
Numerical solution of an equilibrium problem of based on the generalized level method

E. G. Gol'shtein

Central Economics and Mathematics Institute, Russian Academy of Sciences, Nakhimovskii pr. 47, Moscow, 117418 Russia
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Abstract: An equilibrium problem is studied whose special case is finding a Nash point in a noncooperative multiperson game. A numerical algorithm for solving this problem is described. Conditions on the problem are stated under which an estimate is obtained for the convergence rate of the algorithm to a unique solution of the problem. The results are used for a numerical analysis of noncooperative games.
Key words: equilibrium point, noncooperative game, Nash point, level method.
Received: 01.11.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 9, Pages 1483–1488
DOI: https://doi.org/10.1134/S0965542511090107
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: E. G. Gol'shtein, “Numerical solution of an equilibrium problem of based on the generalized level method”, Zh. Vychisl. Mat. Mat. Fiz., 51:9 (2011), 1588–1593; Comput. Math. Math. Phys., 51:9 (2011), 1483–1488
Citation in format AMSBIB
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