Differential extragradient method for finding an equilibrium in two-person saddle-point games

被引：1
|
作者：
Artem'eva, L. A. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Moscow, Russia
来源：
DIFFERENTIAL EQUATIONS | 2012年 / 48卷 / 01期
基金：
俄罗斯基础研究基金会;
关键词：
Cauchy Problem; Saddle Point; EXTRAGRADIENT Method; Pareto Point; Nash Game;
D O I：
10.1134/S0012266112010090
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We consider a saddle-point game of two persons with partly opposite or coinciding interests. For finding an equilibrium, we suggest an extragradient method in the form of the Cauchy problem for a system of ordinary differential equations with feedback. We consider three versions of this method and analyze their convergence.
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页码：81 / 94
页数：14
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