Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem *

Minh N. Bùi (1) , Patrick L. Combettes (1)

1 Department of Mathematics, North Carolina State University

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.

Domaines: Optimisation et contrôle [math.OC]

Minh N. Bùi, Patrick L. Combettes. Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem *. 2021. ⟨hal-03412172⟩