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Non convex optimization in game theory

by Aicha Anzi , Ramzi Kasri , Hicham Lenouar
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Current price ₹4,236.00
Original price ₹4,832.00
Original price ₹4,832.00
Original price ₹4,832.00
(-12%)
₹4,236.00
Current price ₹4,236.00

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Book cover type: Paperback
  • ISBN13: 9786209391552
  • Binding: Paperback
  • Subject: N/A
  • Publisher: LAP Lambert Academic Publishing
  • Publisher Imprint: LAP Lambert Academic Publishing
  • Publication Date:
  • Pages: 84
  • Original Price: GBP 38.19
  • Language: English
  • Edition: N/A
  • Item Weight: 123 grams
  • BISAC Subject(s): General

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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