Control and optimization theory

Equilibrium programming and its application for a search of Nash equilibrium

S. R. Aleeva, E. O. Yakubovich

Chelyabinsk State University

Abstract: One of the important directions of the optimization theory and mathematical modeling is considered. Communication of the equilibrium programming with zero-sum games and the convex programming is provided. The equilibrium programming is applied for non-cooperative games, a survey of numerical methods is given.

Keywords: equilibrium programming, Nash equilibrium, non-cooperative game of $ N$ individuals.