Non-cooperative games with minmax objectives
Francisco Facchinei (),
Jong-Shi Pang () and
Gesualdo Scutari ()
Computational Optimization and Applications, 2014, vol. 59, issue 1, 85-112
Abstract:
We consider noncooperative games where each player minimizes the sum of a smooth function, which depends on the player, and of a possibly nonsmooth function that is the same for all players. For this class of games we consider two approaches: one based on an augmented game that is applicable only to a minmax game and another one derived by a smoothing procedure that is applicable more broadly. In both cases, centralized and, most importantly, distributed algorithms for the computation of Nash equilibria can be derived. Copyright Springer Science+Business Media New York 2014
Keywords: Nash equilibrium problem; Nondifferentiable objective function; Distributed algorithm; Smoothing (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:59:y:2014:i:1:p:85-112
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DOI: 10.1007/s10589-014-9642-3
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