Geodesic
Regularized differential extragradient method for searching for an equilibrium point in two-person saddle-point games with approximate input data
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 9, pp. 1582-1600

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A two-person saddle-point game with approximately given input data is examined. In general, the search for an equilibrium point in games of this type is unstable with respect to perturbations in the input data, and special regularization methods are required for their solution. To this end, two variants of the regularized differential extragradient method are proposed. Their convergence is analyzed, and a regularizing operator is constructed. 
@article{ZVMMF_2012_52_9_a1,
     author = {L. A. Artem'eva},
     title = {Regularized differential extragradient method for searching for an equilibrium point in two-person saddle-point games with approximate input data},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1582--1600},
     publisher = {mathdoc},
     volume = {52},
     number = {9},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_9_a1/}
}
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L. A. Artem'eva. Regularized differential extragradient method for searching for an equilibrium point in two-person saddle-point games with approximate input data. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 9, pp. 1582-1600. http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_9_a1/