A bi-convex optimization problem to compute Nash equilibrium in n-player games and an algorithm.

Vinayaka Yaji Shalabh Bhatnagar

Published in: CoRR (2015)

Keyphrases

convex optimization
learning algorithm
nash equilibrium
computational complexity
multiresolution
dynamic programming
primal dual
np hard
worst case
total variation
multiscale
objective function
globally optimal
convex formulation