A globalized Newton method for the computation of normalized Nash equilibria

DOI10.1007/s10898-011-9824-9zbMath1273.91026OpenAlexW2018983829MaRDI QIDQ2392752

Axel Dreves, Christian Kanzow, Masao Fukushima, Anna von Heusinger

Publication date: 2 August 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9824-9

zbMATH Keywords

global convergencesuperlinear convergencegeneralized Nash equilibrium problemnonsmooth Newton methodregularized Nikaido-Isoda function

Mathematics Subject Classification ID

Noncooperative games (91A10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (7)

Jointly convex generalized Nash equilibria and elliptic multiobjective optimal control ⋮ Improved error bound and a hybrid method for generalized Nash equilibrium problems ⋮ Unnamed Item ⋮ Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets ⋮ Computing all solutions of linear generalized Nash equilibrium problems ⋮ Equilibrium strategies for multiple interdictors on a common network ⋮ A new error bound result for generalized Nash equilibrium problems and its algorithmic application

Uses Software

• GQTPAR

Cites Work

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• Generalized Nash equilibrium problems

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