An inverse-adjusted best response algorithm for Nash equilibria

DOI10.1137/18M1213701zbMATH Open1441.47096MaRDI QIDQ5114400FDOQ5114400

Authors: F. Caruso, Maria Carmela Ceparano, Jacqueline Morgan

Publication date: 22 June 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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error bound fixed point Nash equilibrium uniqueness saddle point zero-sum game local variation method best response algorithm convex and nonconvex relaxation noncooperative non-zero-sum game super monotone operator theoretical and numerical approximations

Mathematics Subject Classification ID

Noncooperative games (91A10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical methods of relaxation type (49M20)

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Cited In (4)

Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
A best-response approach for equilibrium selection in two-player generalized Nash equilibrium problems
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games
Adjustment process-based approach for computing a Nash-Cournot equilibrium

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