Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/259930 
Year of Publication: 
2006
Series/Report no.: 
Working Paper No. 2006:9
Publisher: 
Lund University, School of Economics and Management, Department of Economics, Lund
Abstract: 
This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to design computational algorithms for finding such equilibria. To comply with some freedom of individual choice the algorithms developed here are fairly decentralized. However, since coupling constraints must be enforced, repeated coordination is needed while underway towards equilibrium. Particular instances include zero-sum, two-person games - or minimax problems - that are convex-concave and involve convex coupling constraints.
Subjects: 
Noncooperative games
Nash equilibrium
joint constraints
quasivariational inequalities
exact penalty
subgradient projection
proximal point algorithm
partial regularization
saddle points
Ky Fan or Nikaido-Isoda functions
JEL: 
C63
C70
Document Type: 
Working Paper

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