Computing generalized Nash equilibria by polynomial programming

DOI10.1007/s00186-012-0422-5zbMath1269.49062MaRDI QIDQ2392820

Eleftherios Couzoudis, Philipp Renner

Publication date: 2 August 2013

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/156520/1/ZORA_NL_156520.pdf

zbMATH Keywords

nonconvex optimization; real algebraic geometry; transmission loss; generalized Nash equilibrium; parametrized optimization; electricity spot market

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C31: Sensitivity, stability, parametric optimization

49M37: Numerical methods based on nonlinear programming

91A06: (n)-person games, (n>2)

91B50: General equilibrium theory

Related Items

Note on unique Nash equilibrium in continuous games, The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials, A competitive optimal stopping game, A Bayesian Monte Carlo method for computing the Shapley value: application to weighted voting and bin packing games

Uses Software

• GloptiPoly

Cites Work

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• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Generalized Nash equilibrium problems