Methods for Solving Generalized Nash Equilibrium
نویسندگان
چکیده
The generalizedNash equilibriumproblem (GNEP) is an extension of the standardNash equilibriumproblem (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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ورودعنوان ژورنال:
- J. Applied Mathematics
دوره 2013 شماره
صفحات -
تاریخ انتشار 2013