Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games

被引：2
作者：
Artem'eva, L. A. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119992, Russia
来源：
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2012年 / 52卷 / 04期
基金：
俄罗斯基础研究基金会;
关键词：
saddle point; equilibrium point; extragradient method; regularization method; regularizing operator;
D O I：
10.1134/S0965542512040033
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A two-person saddle-point game with approximately given input data is examined. Since, in games of this type, the search for an equilibrium point is unstable with respect to perturbations in the input data, two variants of the regularized extragradient method are proposed. Their convergence is analyzed, and a regularizing operator is constructed.
引用
收藏
页码：495 / 511
页数：17
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