Generalized Nash Equilibrium Problem by the Alternating Direction Method of Multipliers.
Farzad SalehisadaghianiLacra PavelPublished in: CoRR (2017)
Keyphrases
- nash equilibrium
- alternating direction method of multipliers
- game theory
- game theoretic
- convex optimization
- nash equilibria
- mixed strategy
- stochastic games
- stackelberg game
- regret minimization
- variational inequalities
- solution concepts
- pure strategy
- worst case
- total variation
- fictitious play
- repeated games
- convex relaxation
- upper bound