DOI: 10.68381/jca29057 ISSN: 0944-6532

Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem

Minh N. Bùi, Patrick L. Combettes

We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.