Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 4, pp. 585-601 Cet article a éte moissonné depuis la source Math-Net.Ru

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A two-person saddle-point game with approximately given input data is examined. Since, in games of this type, the search for an equilibrium point is unstable with respect to perturbations in the input data, two variants of the regularized extragradient method are proposed. Their convergence is analyzed, and a regularizing operator is constructed.
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L. A. Artem'eva. Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 4, pp. 585-601. http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_4_a1/

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