An Inverse-Adjusted Best Response Algorithm for Nash Equilibria
DOI10.1137/18M1213701zbMath1441.47096MaRDI QIDQ5114400
Francesco Caruso, Jacqueline Morgan, Maria Carmela Ceparano
Publication date: 22 June 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
uniquenessfixed pointNash equilibriumerror boundsaddle pointzero-sum gamelocal variation methodbest response algorithmconvex and nonconvex relaxationnoncooperative non-zero-sum gamesuper monotone operatortheoretical and numerical approximations
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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