A globalized Newton method for the computation of normalized Nash equilibria.
Axel DrevesAnna von HeusingerChristian KanzowMasao FukushimaPublished in: J. Glob. Optim. (2013)
Keyphrases
- nash equilibria
- newton method
- incomplete information
- nash equilibrium
- game theory
- variational inequalities
- convergence analysis
- linear equations
- game theoretic
- pure strategy
- optimality conditions
- quadratic programming
- worst case
- mixed strategy
- feature selection
- global convergence
- nonlinear programming
- kernel function
- regularized least squares
- lower bound