On relaxation algorithms in computation of noncooperative equilibria

DOI10.1109/9.293193zbMath0811.90117OpenAlexW2163488162WikidataQ106625708 ScholiaQ106625708MaRDI QIDQ4302765

Stanislav P. Uryasev, Reuven Y. Rubinstein

Publication date: 1 May 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.293193

zbMATH Keywords

non-cooperative gamesalgorithm with relaxationcalculation of Nash equilibriuminternational oil tradenonsmooth weakly convex-concave Nikaido-Isoda functions

Mathematics Subject Classification ID

Noncooperative games (91A10) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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