Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem
Journal of convex analysis, Tome 29 (2022) no. 4, pp. 1007-1021
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We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.
Classification : 91A10, 47H05, 49M27, 65K15, 47N10
Mots-clés : Block-iterative algorithm, game theory, monotone operator, Nash equilibrium, operator splitting
@article{JCA_2022_29_4_JCA_2022_29_4_a2,
     author = {M. N. B\`ui and P. L. Combettes},
     title = {Analysis and {Numerical} {Solution} of a {Modular} {Convex} {Nash} {Equilibrium} {Problem}},
     journal = {Journal of convex analysis},
     pages = {1007--1021},
     year = {2022},
     volume = {29},
     number = {4},
     url = {http://geodesic.mathdoc.fr/item/JCA_2022_29_4_JCA_2022_29_4_a2/}
}
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M. N. Bùi; P. L. Combettes. Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem. Journal of convex analysis, Tome 29 (2022) no. 4, pp. 1007-1021. http://geodesic.mathdoc.fr/item/JCA_2022_29_4_JCA_2022_29_4_a2/