On Randomized Fictitious Play for Approximating Saddle Points Over Convex Sets

Khaled Elbassioni, Kazuhisa Makino, Kurt Mehlhorn +1

Given two bounded convex sets $X\subseteq\RR^m$ and $Y\subseteq\RR^n,$ specified by membership oracles, and a continuous convex-concave function $F:X\times Y\to\RR$, we consider th…