Journal of Convex Analysis 29 (2022), No. 4, 1007--1021
Copyright Heldermann Verlag 2022
Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem
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
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.
Keywords: Block-iterative algorithm, game theory, monotone operator, Nash equilibrium, operator splitting.
MSC: 91A10, 47H05, 49M27, 65K15, 47N10.
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