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ON ONE BALANCE PROBLEM RELATED TO NON-COALITIONAL GAMES
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ON ONE BALANCE PROBLEM RELATED TO NON-COALITIONAL GAMES
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Evgeny Golshtein 
Edition
Issue №4
Pages
97-104
Abstract
An equilibrium problem comprising, as its particular case, the problem of fi nding the Nash points in the non-cooperative multi-player game, is considered. An algorithm for numerical solution of this problem is also presented. Under certain requirements to the problem, the algorithm's convergence rate is estimated. Finally, a link between the equilibrium problem and a related variational inequality is established.
Keywords
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Date of publication
01.10.2009
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808
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Antipin A.S. (1997): Vychislenie nepodvizhnykh tochek ehkstremal'nykh otobrazhenij pri pomoschi metodov gradientnogo tipa // Zhurnal vych. mat. i mat. fiziki. T. 37. № 1.
 Behr K., Gol'shtejn E.G., Sokolov N.A. (2000): Ob ispol'zovanii metoda urovnej dlya minimizatsii vypuklykh funktsij, ne vse znacheniya kotorykh konechny // Ehkonomika i mat. metody. T. 36. № 4.
 Gol'shtejn E.G. (2002): Metod resheniya variatsionnykh neravenstv, opredelyaemykh monotonnymi otobrazheniyami // Zhurnal vych. mat. i mat. fiziki. T. 42. № 7.
 Gol'shtejn E.G. (2008): Metod resheniya variatsionnykh neravenstv, ispol'zuyuschij netochnye iskhodnye dannye // Ehkonomika i mat. metody. T. 44. № 3.
 Gol'shtejn E.G., Nemirovskij A.S., Nesterov Yu.E. (1995): Metod urovnej, ego obobscheniya i prilozheniya // Ehkonomika i mat. metody. T. 31. Vyp. 3.
 Gol'shtejn E.G., Tret'yakov N.V. (1989): Modifitsirovannye funktsii Lagranzha. M.: Nauka.
 Urjas’ev S.P. (1987): On Anti-Monotonicity of Differential Mappings Connected with General Equilibrium Problem. Working Paper (WP–87–6). Laxenburg, Austria, IISA.

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