Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games
DOI10.1137/21m140612xOpenAlexW4385497031MaRDI QIDQ6116265
Jacqueline Morgan, Francesco Caruso, Maria Carmela Ceparano
Publication date: 11 August 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m140612x
global convergencefixed pointnonexpansive mappingNash equilibriumerror boundexistence and uniquenesszero-sum gameconvex relaxationcontraction mappingpotential gamespeed of convergencetwo-player noncooperative gamebest response algorithmsuper monotone operatornonconvex affine relaxation
Noncooperative games (91A10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Algorithmic game theory and complexity (91A68)
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