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arXiv 2101.00532math.OC
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A Warped Resolvent Algorithm to Construct Nash Equilibria

Minh N. Bùi, Patrick L. Combettes

英文摘要:

We propose an asynchronous block-iterative decomposition algorithm to solve Nash equilibrium problems involving a mix of nonsmooth and smooth functions acting on linear mixtures of strategies. The methodology relies heavily on monotone operator theory and in particular on warped resolvents.

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