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

被引：0
|
作者：
F. P. Vasil’ev
A. S. Antipin
L. A. Artem’eva
机构：
[1] Moscow State University,Dorodnitsyn Computing Center
[2] Russian Academy of Sciences,undefined
来源：
Differential Equations | 2011年 / 47卷
关键词：
Interest Rate; Cauchy Problem; Saddle Point; Lagrange Function; Mathematical Programming Problem;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We describe an equilibrium model of a two-person saddle-point game with partially opposite or coinciding interests. To find an equilibrium point, we suggest an extraproximal method in the form of a Cauchy problem for a system of ordinary differential equations with prediction. We consider three versions of this method and analyze their convergence.
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页码：1569 / 1581
页数：12
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