Integral global optimization method for nonlinear games
type: Item
instance of: scholarly article
title: Integral global optimization method for nonlinear games
zbMATH Open document ID: 0728.90097
DOI: 10.1016/0898-1221(91)90169-5
author: E. A. Galperin
author: Quan Zheng
publication date: 1991-01-01T00:00:00Z
review text: A new, derivative-free method is proposed for the solution of non-convex continuous games defined over compact robust sets that may be disconnected and with nonsmooth boundary. The method is based on the integral global optimization algorithm for mathematical programming and it does not employ gradient-based techniques nor the notion of convexity. On this basis, certain iterative algorithms are developed for which convergence theorems are proved. The algorithms provide complete exact solutions of the game irrespective of the existence of saddle points. Finally, games with uncertainties are introduced and the applicability of the method and of the algorithms to such games is demonstrated.
reviewed by: D. Cusmir
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 90-08
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 4204151
zbMATH Keywords: derivative-free method
zbMATH Keywords: non-convex continuous games
zbMATH Keywords: integral global optimization algorithm
zbMATH Keywords: games with uncertainties
MaRDI profile type: Publication
full work available at URL: 0898-1221(91)90169-5
OpenAlex ID: W1998411669
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4204151