Minarchenko I. Search of Nash equilibrium in quadratic nonconvex game with weighted potential // CEUR Workshop Proceedings. Vol.2098. 2018. P.291-303. We consider an n-player nonconvex continuous game with quadratic payoffs, multi-dimensional strategy spaces, and possibly shared constraints on strategies, and investigate conditions when this game admits a weighted potential. Since a potential is generally nonconvex in this case, we propose local and global search procedures for maximizing it over...
Теги: d.c decomposition , nash equilibrium , nonconvex optimization , weighted potential , computation theory , game theory , quadratic programming , d.c. decomposition , global search procedure , mixed integer linear programming problems , nash equilibria , nonconvex qua... linearization of implicit part of the objective by linear support minorants. This technique allows to determine numerically whether the game has no equilibria. Then payoffs are assumed to be concave with respect to its strategic variables, and we suggest d.c. decomposition of the objective, thus corresponding local search method is applicable. Computational results are provided in the paper. Local search method is compared with extragradient equilibrium search algorithm. © Springer International Publishing ...
Теги: computation theory , game theory , learning algorithms , local search (optimization) , operations research , d.c. decomposition , extragradient methods , nash equilibria , nikaido-isoda functions , support fun
