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portada Non convex optimization in game theory
Type
Physical Book
Language
English
Pages
84
Format
Paperback
Dimensions
22.9x15.2x0.5 cm
ISBN13
9786209391552

Non convex optimization in game theory

Anzi, Aicha; Kasri, Ramzi; Lenouar, Hicham (Author) · LAP Lambert Academic Publishing · Paperback

Non convex optimization in game theory - Anzi, Aicha; Kasri, Ramzi; Lenouar, Hicham

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Synopsis "Non convex optimization in game theory"

The search for the Nash equilibrium is a fundamental problem in game theory. In this manuscript, we focus on computing this equilibrium for bimatrix games with mixed strategies. Our objective is to investigate the application of nonconvex optimization techniques, specifically DC programming (Difference of Convex functions) and the DCA (DC Algorithm). The proposed approach involves reformulating the game as a linear complementarity problem, modeling it as an optimization problem, and finally solving it using DC programming and DCA. A comparative analysis with the well-known Lemke-Howson algorithm is also provided.

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