RELAXATION TECHNIQUES AND ASYNCHRONOUS ALGORITHMS FOR ON-LINE COMPUTATION OF NONCOOPERATIVE EQUILIBRIA.

Research output: Contribution to journalConference article

Abstract

The author introduces a relaxation technique that leads to online implementable algorithms that converge to equilibria, be they stable or unstable, and in some cases in a finite number of steps. Conditions are obtained for convergence of asynchronous algorithms that arise in the computation of equilibria in games in which the order of responses is not fixed a priori. The discussion and the analyses are primarily confined to two-person deterministic games, with extensions to N-player games and stochastic games briefly mentioned.

Original languageEnglish (US)
Pages (from-to)275-280
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1987

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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