Monotone Operator Methods for Nash Equilibria in Non-Potential Games
Optimization and Control
2011-06-02 v1
Abstract
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications to generalized Nash equilibria, zero-sum games, and cyclic proximity problems are demonstrated.
Keywords
Cite
@article{arxiv.1106.0144,
title = {Monotone Operator Methods for Nash Equilibria in Non-Potential Games},
author = {Luis M. Briceno-Arias and Patrick L. Combettes},
journal= {arXiv preprint arXiv:1106.0144},
year = {2011}
}