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Extraproximal method for solving two-person saddle-point games

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Abstract

An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.

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Authors and Affiliations

  1. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia

    A. S. Antipin

  2. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

    L. A. Artem’eva & F. P. Vasil’ev

Authors
  1. A. S. Antipin
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  2. L. A. Artem’eva
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  3. F. P. Vasil’ev
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Corresponding author

Correspondence to A. S. Antipin.

Additional information

Original Russian Text © A.S. Antipin, L.A. Artem’eva, F.P. Vasil’ev, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 9, pp. 1576–1587.

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Antipin, A.S., Artem’eva, L.A. & Vasil’ev, F.P. Extraproximal method for solving two-person saddle-point games. Comput. Math. and Math. Phys. 51, 1472–1482 (2011). https://doi.org/10.1134/S0965542511090041

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  • DOI: https://doi.org/10.1134/S0965542511090041

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