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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 5, Pages 813–823 (Mi zvmmf654)

This article is cited in 1 paper

Regularization methods with penalty functions for finding nash equilibria in a bilinear nonzero-sum two-person game

A. S. Antipina, F. P. Vasil'evb, A. Delavarkhalafib

a Dorodnicyn Computing Center Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

Abstract: Bilinear nonzero-sum two-person games are considered. For solving this class of games, it is proposed to combine regularization methods (namely, the stabilization, residual, and quasi-solution methods) with penalty functions. The convergence of the methods is examined, and a regularizing operator is constructed.

Key words: two-person games, Nash equilibrium, penalty functions, regularization.

UDC: 519.6:519.832.4

Received: 14.12.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:5, 783–793

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