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Abstract:
In this paper, we propose a method for finding a Nash equilibrium of two-person games with alternating offers. The proposed method is referred to as the inexact proximal alternating direction method. In this method, the idea of alternating direction method simulates alternating offers in the game, while the inexact solutions of subproblems can be matched to the assumptions of incomplete information and bounded individual rationality in practice. The convergence of the proposed method is proved under some suitable conditions. Numerical tests show that the proposed method is competitive to the state-of-the-art algorithms. © 2012 Springer Science+Business Media, LLC.
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Source :
Journal of Optimization Theory and Applications
ISSN: 0022-3239
Year: 2013
Issue: 2
Volume: 157
Page: 533-551
1 . 4 0 6
JCR@2013
1 . 6 0 0
JCR@2023
JCR Journal Grade:1
CAS Journal Grade:2
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