Equilibrium programming: Proximal methods (Q1569395)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium programming: Proximal methods |
scientific article |
Statements
Equilibrium programming: Proximal methods (English)
0 references
4 July 2000
0 references
The paper is devoted to equilibrium-programming problems. In the beginning the author has formulated the equilibrium-programming problem and discusses its relation to game settings. To solve this problem, implicit and explicit proximal-regularization methods using conventional and modified Lagrange functions are suggested. The convergence of these methods to the equilibrium solutions is proven.
0 references
equilibrium-programming
0 references
proximal-regularization
0 references
modified Lagrange functions
0 references
convergence
0 references
