Non-cooperative games with minmax objectives

作者：Facchinei Francisco^*; Pang Jong Shi; Scutari Gesualdo

来源：Computational Optimization and Applications, 2014, 59(1-2): 85-112.

DOI：10.1007/s10589-014-9642-3

• Nash equilibrium problem
• Nondifferentiable objective function
• Distributed algorithm
• Smoothing

We consider noncooperative games where each player minimizes the sum of a smooth function, which depends on the player, and of a possibly nonsmooth function that is the same for all players. For this class of games we consider two approaches: one based on an augmented game that is applicable only to a minmax game and another one derived by a smoothing procedure that is applicable more broadly. In both cases, centralized and, most importantly, distributed algorithms for the computation of Nash equilibria can be derived.

• 出版日期2014-10