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Non-cooperative games with minmax objectives |
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| Authors: | Francisco Facchinei Jong-Shi Pang Gesualdo Scutari |
| Affiliation: | 1. Department of Computer, Control, and Management Engineering Antonio Ruberti, University of Rome La Sapienza, Via Ariosto 25, 00185?, Rome, Italy 2. Deptartment of Industrial and Systems Engineering, University of Southern California, Los Angeles, CA, USA 3. Department of Electrical Engineering, State University of New York (SUNY) at Buffalo, Buffalo, NY, USA |
| Abstract: | 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. |
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