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Extragradient method for searching for an equilibrium point in two-person saddle-point games

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Abstract

A two-person saddle-point game with partially coincident or conflicting interests is examined. An extragradient method with prediction for finding an equilibrium point is proposed. Three variants of this method are discussed, and their convergence is studied.

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Authors and Affiliations

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

    L. A. Artem’eva

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  1. L. A. Artem’eva
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Correspondence to L. A. Artem’eva.

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Original Russian Text © L.A. Artem’eva, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 12, pp. 2143–2157.

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Artem’eva, L.A. Extragradient method for searching for an equilibrium point in two-person saddle-point games. Comput. Math. and Math. Phys. 51, 2017–2030 (2011). https://doi.org/10.1134/S0965542511120050

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