Affine Minimax Variational Inequalities and Two-Person Matrix Games (cont.)
Speaker: Duong Thi Kim Huyen

Time: 9h-10h, Wednesday, May 6, 2020


Abstract: The concept of minimax variational inequality was proposed by Huy and Yen (2011). This paper establishes some properties of monotone affine minimax variational inequalities and gives sufficient conditions for their solution stability. Then, by transforming a two-person zero sum game in matrix form (Barron, 2013) to a monotone affine minimax variational inequality, we prove that the saddle point set in mixed strategies of the matrix game is a nonempty compact polyhedral convex set and it is locally upper Lipschitz everywhere when the game matrix is perturbed. The rate of convergence of the extragradient method of Korpelevich applied to the matrix game is also discussed.

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