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Noncooperative Convex Games: Computing Equilibrium By Partial Regularization

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  • S.D. Flam
  • A. Ruszczynski

Abstract

A class of non-cooperative constrained games is analyzed for which the Ky Fan function is convex-concave. Nash equilibria of such games correspond to diagonal saddle points of the said function. This feature is exploited in designing computational algorithms for finding such equilibria.

Suggested Citation

  • S.D. Flam & A. Ruszczynski, 1994. "Noncooperative Convex Games: Computing Equilibrium By Partial Regularization," Working Papers wp94042, International Institute for Applied Systems Analysis.
    • Handle: RePEc:wop:iasawp:wp94042
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    File URL: http://www.iiasa.ac.at/Publications/Documents/WP-94-042.ps
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    References listed on IDEAS

    as
    1. M.J. Kallio & A. Ruszczynski, 1994. "Perturbation Methods for Saddle Point Computation," Working Papers wp94038, International Institute for Applied Systems Analysis.
    2. Jean Tirole, 1988. "The Theory of Industrial Organization," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262200716, April.
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    More about this item

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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