A Newton-like approach to solvingan equilibrium problem.

Vladimir A. Bulavsky Vyacheslav V. Kalashnikov

Published in: Ann. Oper. Res. (1998)

Keyphrases

variational inequalities
nash equilibrium
game theory
equilibrium point
least squares
nash equilibria
interior point methods
newton method
gauss newton
market equilibrium
case study
dynamic programming
worst case