TY - JOUR
T1 - RELAXATION TECHNIQUES AND ASYNCHRONOUS ALGORITHMS FOR ON-LINE COMPUTATION OF NONCOOPERATIVE EQUILIBRIA.
AU - Basar, Tamer
N1 - Funding Information:
*This work was supported in part by the Air Force Office of Scientific Research under Grant No. AFOSR 084-0056.
Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 1987
Y1 - 1987
N2 - 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.
AB - 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.
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U2 - 10.1109/cdc.1987.272779
DO - 10.1109/cdc.1987.272779
M3 - Conference article
AN - SCOPUS:0023548539
SN - 0191-2216
SP - 275
EP - 280
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
ER -