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Solving non-cooperative games by continuous subgradient projection methods

  • Nonlinear Optimization
  • Conference paper
  • First Online:
System Modelling and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 143))

Abstract

This paper applies a continuous-time version of the subgradient projection algorithm to find equlibria of non-cooperative games. Under monotonicity assumptions this algorithm is known to generate trajectories which Cesaro converge weakly to the solution set. Convergence in norm is established under a strict montonicity assumption. Strong monotonicity is shown to entail norm convergence at an exponential rate. A sharpness condition yields norm convergence in finite time, and the necessary lapse is estimated.

This research has been partially supported by Ruhrgas.

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Authors and Affiliations

  1. Economics Department, University of Bergen, 5008, Norway

    Sjur D. Flåm

Authors
  1. Sjur D. Flåm
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Editor information

H. -J. Sebastian K. Tammer

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© 1990 International Federation for Information Processing

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Flåm, S.D. (1990). Solving non-cooperative games by continuous subgradient projection methods. In: Sebastian, H.J., Tammer, K. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 143. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0008361

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  • DOI: https://doi.org/10.1007/BFb0008361

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-52659-9

  • Online ISBN: 978-3-540-47095-3

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