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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 12, Pages 2143–2157
(Mi zvmmf9583)
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This article is cited in 5 scientific papers (total in 5 papers)
Extragradient method for searching for an equilibrium point in two-person saddle-point games
L. A. Artem'eva Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
Abstract:
A two-person saddle-point game with partially coincident or conflicting interests is examined. An extragradient method with prediction for finding an equilibrium point is proposed. Three variants of this method are discussed, and their convergence is studied.
Key words:
saddle point, saddle-point game, saddle-point mapping, equilibrium point, fixed point, extragradient method.
Received: 17.06.2011
Citation:
L. A. Artem'eva, “Extragradient method for searching for an equilibrium point in two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 51:12 (2011), 2143–2157; Comput. Math. Math. Phys., 51:12 (2011), 2017–2030
Linking options:
https://www.mathnet.ru/eng/zvmmf9583 https://www.mathnet.ru/eng/zvmmf/v51/i12/p2143
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