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Local search in bilinear two-person game

... with respect to own players’ variables. In this case we suggest to replace “inner” optimization problem in minimax problem by Lagrange dual one. Such a way leads to presentation of the objective function as a difference of two convex functions (d.c-decomposition of the objective function). The very function in d.c-decomposition, that forms concave part, is defined implicitly as well as the objective function. We propose a method for linearization of concave term. That allows using the well-known ...

Теги: nash equilibrium , nikaido-isoda function , d.c-decomposition
Раздел: ИСЭМ СО РАН


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