Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem
Optimization and Control
2021-11-03 v1
Abstract
We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.
Cite
@article{arxiv.2111.01781,
title = {Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem},
author = {Minh N. Bùi and Patrick L. Combettes},
journal= {arXiv preprint arXiv:2111.01781},
year = {2021}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2101.00532