Jointly convex generalized Nash equilibrium problems are the most studied class of generalized Nash equilibrium problems. For this class of problems it is now clear that a special solution, called variational or normalized equilibrium, can be computed by solving a variational inequality. However, the computation of non-variational equilibria is more complex and less understood and only very few methods have been proposed so far. In this note we consider a new approach for the computation of non-variational solutions of jointly convex problems and compare our approach to previous proposals. © 2010 Springer-Verlag.

On the computation of all solutions of jointly convex generalized Nash equilibrium problems

SAGRATELLA, SIMONE
2011-01-01

Abstract

Jointly convex generalized Nash equilibrium problems are the most studied class of generalized Nash equilibrium problems. For this class of problems it is now clear that a special solution, called variational or normalized equilibrium, can be computed by solving a variational inequality. However, the computation of non-variational equilibria is more complex and less understood and only very few methods have been proposed so far. In this note we consider a new approach for the computation of non-variational solutions of jointly convex problems and compare our approach to previous proposals. © 2010 Springer-Verlag.
2011
generalized nash equilibrium problem
jointly convex problem
kkt conditions
nash equilibrium problem
solution set
variational inequality
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12606/26606
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