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

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Abstract

We describe an equilibrium model of a two-person saddle-point game with partially opposite or coinciding interests. To find an equilibrium point, we suggest an extraproximal method in the form of a Cauchy problem for a system of ordinary differential equations with prediction. We consider three versions of this method and analyze their convergence.

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Authors and Affiliations

  1. Moscow State University, Moscow, Russia

    F. P. Vasil’ev, A. S. Antipin & L. A. Artem’eva

  2. Dorodnitsyn Computing Center, Russian Academy of Sciences, Moscow, Russia

    F. P. Vasil’ev, A. S. Antipin & L. A. Artem’eva

Authors
  1. F. P. Vasil’ev
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  2. A. S. Antipin
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  3. L. A. Artem’eva
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Original Russian Text © F.P. Vasil’ev, A.S. Antipin, L.A. Artem’eva, 2011, published in Differentsial’nye Uravneniya, 2011, Vol. 47, No. 11, pp. 1551–1563.

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Vasil’ev, F.P., Antipin, A.S. & Artem’eva, L.A. Differential extraproximal method for finding an equilibrium in two-person saddle-point games. Diff Equat 47, 1569–1581 (2011). https://doi.org/10.1134/S0012266111110048

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  • DOI: https://doi.org/10.1134/S0012266111110048

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