Geodesic
Numerical solution of an equilibrium problem of based on the generalized level method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 9, pp. 1588-1593

Voir la notice de l'article provenant de la source Math-Net.Ru

An equilibrium problem is studied whose special case is finding a Nash point in a noncooperative multiperson game. A numerical algorithm for solving this problem is described. Conditions on the problem are stated under which an estimate is obtained for the convergence rate of the algorithm to a unique solution of the problem. The results are used for a numerical analysis of noncooperative games. 
@article{ZVMMF_2011_51_9_a2,
     author = {E. G. Gol'shtein},
     title = {Numerical solution of an equilibrium problem of based on the generalized level method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1588--1593},
     publisher = {mathdoc},
     volume = {51},
     number = {9},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a2/}
}
TY  - JOUR
AU  - E. G. Gol'shtein
TI  - Numerical solution of an equilibrium problem of based on the generalized level method
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2011
SP  - 1588
EP  - 1593
VL  - 51
IS  - 9
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a2/
LA  - ru
ID  - ZVMMF_2011_51_9_a2
ER  - 
%0 Journal Article
%A E. G. Gol'shtein
%T Numerical solution of an equilibrium problem of based on the generalized level method
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2011
%P 1588-1593
%V 51
%N 9
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a2/
%G ru
%F ZVMMF_2011_51_9_a2
E. G. Gol'shtein. Numerical solution of an equilibrium problem of based on the generalized level method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 9, pp. 1588-1593. http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a2/