A globalized Newton method for the computation of normalized Nash equilibria
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Publication:2392752
DOI10.1007/s10898-011-9824-9zbMath1273.91026OpenAlexW2018983829MaRDI QIDQ2392752
Axel Dreves, Christian Kanzow, Masao Fukushima, Anna von Heusinger
Publication date: 2 August 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9824-9
global convergencesuperlinear convergencegeneralized Nash equilibrium problemnonsmooth Newton methodregularized Nikaido-Isoda function
Noncooperative games (91A10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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Cites Work
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