Differential extragradient method for finding an equilibrium in two-person saddle-point games

被引：1

作者：

Artem'eva, L. A. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Moscow, Russia

来源：

DIFFERENTIAL EQUATIONS | 2012年 / 48卷 / 01期

基金：

俄罗斯基础研究基金会;

关键词：

Cauchy Problem; Saddle Point; EXTRAGRADIENT Method; Pareto Point; Nash Game;

D O I：

10.1134/S0012266112010090

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We consider a saddle-point game of two persons with partly opposite or coinciding interests. For finding an equilibrium, we suggest an extragradient method in the form of the Cauchy problem for a system of ordinary differential equations with feedback. We consider three versions of this method and analyze their convergence.

引用

页码：81 / 94

页数：14

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