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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
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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/

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