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Methods for Solving Generalized Nash Equilibrium
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-02-14
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Qu, Biao& Zhao, Jing. 2013. Methods for Solving Generalized Nash Equilibrium. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-496773
Modern Language Association (MLA)
Qu, Biao& Zhao, Jing. Methods for Solving Generalized Nash Equilibrium. Journal of Applied Mathematics No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-496773
American Medical Association (AMA)
Qu, Biao& Zhao, Jing. Methods for Solving Generalized Nash Equilibrium. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-496773
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-496773