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

Zh. Vychisl. Mat. Mat. Fiz., 2012 Volume 52, Number 7, Pages 1231–1241 (Mi zvmmf9600)

Regularized extraproximal method for finding equilibrium points in 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: Three variants of the regularized extraproximal method are proposed for finding equilibrium points in two-person saddle-point games. Their convergence is examined, and a regularizing operator is constructed.

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

UDC: 519.926

Received: 26.01.2012


 English version:
Computational Mathematics and Mathematical Physics, 2012, 52:7, 1007–1016

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