Computing Normalized Equilibria in Convex-Concave Games

Arbeitspapier

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to design computational algorithms for finding such equilibria. To comply with some freedom of individual choice the algorithms developed here are fairly decentralized. However, since coupling constraints must be enforced, repeated coordination is needed while underway towards equilibrium. Particular instances include zero-sum, two-person games - or minimax problems - that are convex-concave and involve convex coupling constraints.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Working Paper ; No. 2006:9

Classification and Topics

• Classification: Wirtschaft ; Computational Techniques; Simulation Modeling ; Game Theory and Bargaining Theory: General
• Subject: Noncooperative games ; Nash equilibrium ; joint constraints ; quasivariational inequalities ; exact penalty ; subgradient projection ; proximal point algorithm ; partial regularization ; saddle points ; Ky Fan or Nikaido-Isoda functions

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Flam, Sjur ; Ruszczynski, A.
• Event: Veröffentlichung
• (who): Lund University, School of Economics and Management, Department of Economics
• (where): Lund
• (when): 2006

Further information

• Handle: http://hdl.handle.net/10419/259930
• Last update: 10.03.2025, 11:44 AM CET