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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 7, Pages 1231–1241
(Mi zvmmf9600)
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Regularized extraproximal method for finding equilibrium points in 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:
Three variants of the regularized extraproximal method are proposed for finding equilibrium points in two-person saddle-point games. Their convergence is examined, and a regularizing operator is constructed.
Key words:
two-person saddle-point game, equilibrium point, extraproximal method, regularization method, regularizing operator.
Received: 26.01.2012
Citation:
A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Regularized extraproximal method for finding equilibrium points in two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 52:7 (2012), 1231–1241; Comput. Math. Math. Phys., 52:7 (2012), 1007–1016
Linking options:
https://www.mathnet.ru/eng/zvmmf9600 https://www.mathnet.ru/eng/zvmmf/v52/i7/p1231
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Statistics & downloads: |
Abstract page: | 567 | Full-text PDF : | 98 | References: | 91 | First page: | 26 |
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