Equilibrium model of a credit market: Statement of the problem and solution methods

Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games

“…Under the assumption that exact input data , , and are given, various variants of the extra proximal and extragradient methods for finding a saddle point of this game were proposed in [1][2][3][4][5][6]. How ever, in practice, the input data usually contain errors.…”

“…As shown in [1][2][3][4][5][6], problem (1)-(4) is a mathematical model of the two person saddle point game. For instance, it describes the behavior of a borrower and a creditor on the credit market or the interaction of two production units for which the production of each unit can be a resource (raw material) for the other.…”

“…In [1][2][3][4][5], problem (1)-(4) is interpreted as a two person saddle point game. It is shown in [6] that this problem can be reduced to finding a saddle point of the function …”