On relaxation algorithms in computation of noncooperative equilibria
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Publication:4302765
DOI10.1109/9.293193zbMath0811.90117WikidataQ106625708 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
non-cooperative games; algorithm with relaxation; calculation of Nash equilibrium; international oil trade; nonsmooth weakly convex-concave Nikaido-Isoda functions
91A10: Noncooperative games
90C30: Nonlinear programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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