Network games; Adaptations to Nash-Cournot equilibrium

被引：9

作者：

Flam, SD

Horvath, C

机构：

[1] UNIV BERGEN, DEPT ECON, N-5007 BERGEN, NORWAY

[2] UNIV PERPIGNAN, DEPT MATH, F-66860 PERPIGNAN, FRANCE

来源：

ANNALS OF OPERATIONS RESEARCH | 1996年 / 64卷

关键词：

network flows; noncooperative games; Nash equilibrium; subgradient projection; stochastic approximation;

D O I：

10.1007/BF02187645

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider nonlinear flow problems involving noncooperative agents, all active in the same network. To find Nash equilibria, we develop an algorithm that lends itself to decentralized computation and parallel processing. The algorithm, which proceeds in terms of iterative strategy adjustments, is, in essence, of subgradient type. One advantage of that type is the ease with which stochastic and nonsmooth data can be accommodated.

引用

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页码：179 / 195

页数：17

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