Поиск по сайту

Дополнительные параметры поиска

Результаты поиска ( Сортировать по релевантности | Отсортировано по дате )

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


основной    +7(3952) 500-646
приемная    +7(3952) 42-47-00
факс     +7(3952) 42-67-96
Смотреть справочник