Article ID: | iaor19971505 |
Country: | Netherlands |
Volume: | 64 |
Issue: | 1 |
Start Page Number: | 179 |
End Page Number: | 195 |
Publication Date: | Jun 1996 |
Journal: | Annals of Operations Research |
Authors: | Flm Sjur Didrik, Horvath Charles |
Keywords: | game theory |
The authors consider nonlinear flow problems involving noncooperative agents, all active in the same network. To find Nash equilibria, they develop an algorithm that lends itself to decentralized computation and parallel processing. The algorithm, which proceeds in terms of iterative strategy adjustments, is, in essence, of subgradient type. One advantage of that type is the ease with which stochastic and nonsmooth data can be accommodated.