Abstract
We consider two-person nonzero-sum game, both in the classical form and in the form of a game with coupled variables. An extra-proximal approach for finding the game’s solutions is suggested and justified. We provide our algorithm with an analysis of its convergence.
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Antipin, A. Extra-proximal methods for solving two-person nonzero-sum games. Math. Program. 120, 147–177 (2009). https://doi.org/10.1007/s10107-007-0152-2
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DOI: https://doi.org/10.1007/s10107-007-0152-2