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

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 9, Pages 1576–1587 (Mi zvmmf9536)

This article is cited in 8 papers

Extraproximal method for solving two-person saddle-point games

A. S. Antipina, L. A. Artem'evab, F. P. Vasil'evb

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia

Abstract: An equilibrium model is proposed for a two-person saddle-point game with partially coincident or conflicting interests. Meaningful interpretations of such a game are discussed. Three variants of the extraproximal method for finding an equilibrium point are proposed, and their convergence is proved.

Key words: saddle point, two-person saddle-point game, equilibrium point, extraproximal method.

UDC: 519.626

Received: 31.03.2011


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:9, 1472–1482

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