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Non convex optimization in game theory

Non convex optimization in game theory

Paperback

General Mathematics

ISBN10: 6209391559
ISBN13: 9786209391552
Publisher: LAP Lambert Academic Publishing
Published: Dec 4 2025
Pages: 84
Weight: 0.27
Height: 0.20 Width: 6.00 Depth: 9.00
Language: English
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.

Also from

Anzi, Aicha

Also in

General Mathematics