Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem

Minh N. Bùi; Patrick L. Combettes

Abstract

We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.

Author information

Contact details are reproduced from the original publication and may be historical.

Minh N. Bùi

Department of Mathematics, North Carolina State University, Raleigh, U.S.A.

mnbui@ncsu.edu

Patrick L. Combettes

Department of Mathematics, North Carolina State University, Raleigh, U.S.A.

plc@math.ncsu.edu

Keywords

Block-iterative algorithm
game theory
monotone operator
Nash equilibrium
operator splitting

Mathematics Subject Classification

91A10, 47H05, 49M27, 65K15, 47N10

Suggested citation

M. N. Bùi, P. L. Combettes. “Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem.” Journal of Convex Analysis 29 (2022), No. 4, 1007–1021.