Computing generalized Nash equilibria by polynomial programming

DOI10.1007/S00186-012-0422-5MaRDI QIDQ2392820zbMATH OpenOpenAlexFDO

Authors 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 optimizationreal algebraic geometrytransmission lossgeneralized Nash equilibriumparametrized optimizationelectricity spot market

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31) (n)-person games, (n>2) (91A06) General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• A ``joint+marginal approach to parametric polynomial optimization
• Electricity spot market with transmission losses
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Gap functions for quasivariational inequalities and generalized Nash equilibrium problems
• Generalized Nash equilibrium problems
• Global optimization of rational functions: a semidefinite programming approach
• GloptiPoly 3: moments, optimization and semidefinite programming
• Moments, positive polynomials and their applications
• On gap functions for multivalued Stampacchia variational inequalities
• Sums of squares, moment matrices and optimization over polynomials

Cited in

(12)

• Rational Generalized Nash Equilibrium Problems
• On the polyhedral homotopy method for solving generalized Nash equilibrium problems of polynomials
• The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials
• Computing Nash equilibria by iterated polymatrix approximation
• A Bayesian Monte Carlo method for computing the Shapley value: application to weighted voting and bin packing games
• Computing all solutions of linear generalized Nash equilibrium problems
• Note on unique Nash equilibrium in continuous games
• On Structure and Computation of Generalized Nash Equilibria
• LATIN 2004: Theoretical Informatics
• A competitive optimal stopping game
• Finding multiple Nash equilibria via machine learning-supported Gröbner bases
• Convex generalized Nash equilibrium problems and polynomial optimization

Describes a project that uses

Uses Software

• GloptiPoly

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