On generalized Nash games and variational inequalities

被引:217
作者
Facchinei, Francisco
Fischer, Andreas
Piccialli, Veronica
机构
[1] Univ Roma La Sapienza, Dept Comp & Syst Sci A Ruberti, I-00185 Rome, Italy
[2] Tech Univ Dresden, Inst Numer Math, D-01062 Dresden, Germany
关键词
generalized Nash equilibrium problem; variational inequality; multipliers;
D O I
10.1016/j.orl.2006.03.004
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We show that for a large class of problems a generalized Nash equilibrium can be calculated by solving a variational inequality. We analyze what solutions are found by this reduction procedure and hint at possible applications. (c) 2006 Elsevier B.V All rights reserved.
引用
收藏
页码:159 / 164
页数:6
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