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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 4, Pages 585–601 (Mi zvmmf9681)  
This article is cited in 2 scientific papers (total in 2 papers)

Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games

L. A. Artem'eva

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
Full-text PDF (1067 kB) Citations (2)
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Abstract: A two-person saddle-point game with approximately given input data is examined. Since, in games of this type, the search for an equilibrium point is unstable with respect to perturbations in the input data, two variants of the regularized extragradient method are proposed. Their convergence is analyzed, and a regularizing operator is constructed.
Key words: saddle point, equilibrium point, extragradient method, regularization method, regularizing operator.
Received: 18.10.2011
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 4, Pages 495–511
DOI: https://doi.org/10.1134/S0965542512040033
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: L. A. Artem'eva, “Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games”, Zh. Vychisl. Mat. Mat. Fiz., 52:4 (2012), 585–601; Comput. Math. Math. Phys., 52:4 (2012), 495–511
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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