Work

Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem

Year: 2021

Type: preprint

Abstract: We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2111.01781

Authors: Bùi, Minh N., Combettes, Patrick L.

Institution: North Carolina State University

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funder: National Science Foundation

Award: Computational Framework for Optimization with Perspective Functions and Applications to Data Analysis

OpenAlex ID: W3210460095

Cites: 30

Cited by: 1

Related to: 10