A Warped Resolvent Algorithm to Construct Nash Equilibria
Optimization and Control
2021-01-05 v1
Abstract
We propose an asynchronous block-iterative decomposition algorithm to solve Nash equilibrium problems involving a mix of nonsmooth and smooth functions acting on linear mixtures of strategies. The methodology relies heavily on monotone operator theory and in particular on warped resolvents.
Cite
@article{arxiv.2101.00532,
title = {A Warped Resolvent Algorithm to Construct Nash Equilibria},
author = {Minh N. Bùi and Patrick L. Combettes},
journal= {arXiv preprint arXiv:2101.00532},
year = {2021}
}