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Zhang, Jianzhong; Qu, Biao; Xiu, Naihua

Some projection-like methods for the generalized Nash equilibria. (English) Zbl 1198.91026

Comput. Optim. Appl. 45, No. 1, 89-109 (2010).
Summary: A generalized Nash game is an \(m\)-person noncooperative game in which each player’s strategy depends on the rivals’ strategies. Based on a quasi-variational inequality formulation for the generalized Nash game, we present two projection-like methods for solving the generalized Nash equilibria in this paper. It is shown that under certain assumptions, these methods are globally convergent. Preliminary computational experience is also reported.

Cited in 1 Review
Cited in 21 Documents

MSC:

91A10 Noncooperative games
91A06 \(n\)-person games, \(n>2\)
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Keywords:

generalized Nash equilibrium; quasi-variational inequality; projection-like method; convergence
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\textit{J. Zhang} et al., Comput. Optim. Appl. 45, No. 1, 89--109 (2010; Zbl 1198.91026)
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References:

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