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Non-cooperative games with minmax objectives

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Listed:
  • Francisco Facchinei
  • Jong-Shi Pang
  • Gesualdo Scutari

Abstract

We consider noncooperative games where each player minimizes the sum of a smooth function, which depends on the player, and of a possibly nonsmooth function that is the same for all players. For this class of games we consider two approaches: one based on an augmented game that is applicable only to a minmax game and another one derived by a smoothing procedure that is applicable more broadly. In both cases, centralized and, most importantly, distributed algorithms for the computation of Nash equilibria can be derived. Copyright Springer Science+Business Media New York 2014

Suggested Citation

  • Francisco Facchinei & Jong-Shi Pang & Gesualdo Scutari, 2014. "Non-cooperative games with minmax objectives," Computational Optimization and Applications, Springer, vol. 59(1), pages 85-112, October.
    • Handle: RePEc:spr:coopap:v:59:y:2014:i:1:p:85-112
    DOI: 10.1007/s10589-014-9642-3
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    References listed on IDEAS

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    Cited by:

    1. Ying Cui & Ziyu He & Jong-Shi Pang, 2021. "Nonconvex robust programming via value-function optimization," Computational Optimization and Applications, Springer, vol. 78(2), pages 411-450, March.

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