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Differential extragradient method for finding an equilibrium in two-person saddle-point games
Authors:L. A. Artem’eva
Affiliation:1.Moscow State University,Moscow,Russia
Abstract:We consider a saddle-point game of two persons with partly opposite or coinciding interests. For finding an equilibrium, we suggest an extragradient method in the form of the Cauchy problem for a system of ordinary differential equations with feedback. We consider three versions of this method and analyze their convergence.
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