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2013 Methods for Solving Generalized Nash Equilibrium
Biao Qu, Jing Zhao
J. Appl. Math. 2013: 1-6 (2013). DOI: 10.1155/2013/762165

Abstract

The generalized Nash equilibrium problem (GNEP) is an extension of the standard Nash equilibrium problem (NEP), in which each player's strategy set may depend on the rival player's strategies. In this paper, we present two descent type methods. The algorithms are based on a reformulation of the generalized Nash equilibrium using Nikaido-Isoda function as unconstrained optimization. We prove that our algorithms are globally convergent and the convergence analysis is not based on conditions guaranteeing that every stationary point of the optimization problem is a solution of the GNEP.

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Biao Qu. Jing Zhao. "Methods for Solving Generalized Nash Equilibrium." J. Appl. Math. 2013 1 - 6, 2013. https://doi.org/10.1155/2013/762165

Information

Published: 2013
First available in Project Euclid: 14 March 2014

zbMATH: 1266.91047
MathSciNet: MR3032240
Digital Object Identifier: 10.1155/2013/762165

Rights: Copyright © 2013 Hindawi

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