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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2012 Volume 13, Issue 1, Pages 149–160 (Mi vmp16)

Вычислительные методы и приложения

A regularized differential extraproximal method for finding an equilibrium in two-person saddle-point games

F. P. Vasil'eva, A. S. Antipinb, L. A. Artem'evaa

a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow

Abstract: A two-person saddle-point game with approximate input data is considered. This problem is generally unstable with respect to the input data. To solve this problem, it is necessary to use specific methods called regularization methods. Three versions of the regularized differential extraproximal method are proposed and analyzed and their convergence is studied. A regularization operator is constructed.

Keywords: saddle point; two-person saddle-point game; equilibrium point; extraproximal method; regularization method; regularization operator.

UDC: 517.988.68 : 519.85

Received: 24.01.2012



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