Variational Analysis and Set Optimization

Chapter 3

How Variational Rational Agents Would Play Nash: A Generalized Proximal Alternating Linearized Method

Antoine Soubeyran

Aix-Marseille School of Economics, Aix-Marseille University, CNRS and EHESS, Marseille 13002, France. [e-mail]

João Carlos Souza

Federal University of Piauí, Brazil. [e-mail]

João Xavier Cruz Neto

Federal University of Piauí, Brazil. [e-mail]

3.1    Introduction

In this chapter of the book, we want to show how variational rational agents (point 1, in Behavioral Sciences) would play Nash in alternation (point 2, in Game theory), giving rise to a generalized proximal alternating linearized method (point 3, in Variational analysis). Then, this paper clearly shows how ...