Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions

DOI10.1080/02331934.2016.1213248MaRDI QIDQ2836075zbMATH OpenOpenAlexFDO

Authors Matthieu Marechal, Raul Corrêa

Publication date 7 December 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2016.1213248

zbMATH Keywords

error boundsmetric regularitystability analysisgeneralized Nash equilibrium problemnon smooth analysisco-derivative

Mathematics Subject Classification ID

Noncooperative games (91A10) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Sensitivity, stability, well-posedness (49K40)

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Cites work

• A new error bound result for generalized Nash equilibrium problems and its algorithmic application
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• Calmness of efficient solution maps in parametric vector optimization
• Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
• Cournot oligopoly and the theory of supermodular games
• Equilibrium problems with complementarity constraints: case study with applications to oligopolistic markets
• Generalized Nash equilibrium problems
• Generalized Nash equilibrium problems and Newton methods
• Implicit Functions and Solution Mappings
• On error bounds and Newton-type methods for generalized Nash equilibrium problems
• On the uniqueness of Cournot equilibrium in case of concave integrated price flexibility
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

Cited in

(4)

• Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
• Metric subregularity in generalized equations
• On error bounds and Newton-type methods for generalized Nash equilibrium problems
• The radius of metric subregularity

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