Some projection-like methods for the generalized Nash equilibria

被引：80

作者：

Zhang, Jianzhong ^{[1
]}

Qu, Biao ^{[2
,3
]}

Xiu, Naihua ^{[3
]}

机构：

[1] City Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China

[2] Qufu Normal Univ, Inst Operat Res, Qufu, Peoples R China

[3] Beijing Jiaotong Univ, Dept Appl Math, Beijing, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2010年 / 45卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Generalized Nash equilibrium; Quasi-variational inequality; Projection-like method; Convergence; VARIATIONAL-INEQUALITIES; EXISTENCE;

D O I：

10.1007/s10589-008-9173-x

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 [运筹学与控制论]; 120117 [社会管理工程];

摘要：

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.

引用

页码：89 / 109

页数：21

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