A variational inequality method for computing a normalized equilibrium in the generalized Nash game

DOI10.1186/1029-242X-2012-60MaRDI QIDQ371027zbMATH OpenWikidataFDO

Authors Jian Hou, Zong-Chuan Wen, Zhu Wen

Publication date 20 September 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalitysuperlinear convergenceNash equilibrium problemgeneralized Nash equilibrium problemgeneralized Nash gamenormalized equilibriumsemismooth function

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Programming in abstract spaces (90C48)

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• A globalized Newton method for the computation of normalized Nash equilibria
• A Nonlinear Programming Approach to Determine a Generalized Equilibrium for N-Person Normal Form Games

Cites work

• A Social Equilibrium Existence Theorem*
• A nonsmooth version of Newton's method
• Approximations of Nash equilibria
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Generalized Nash equilibrium problems and Newton methods
• Generalized Nash games and quasi-variational inequalities
• On generalized Nash games and variational inequalities
• On relaxation algorithms in computation of noncooperative equilibria
• Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
• Relaxation methods for generalized Nash equilibrium problems with inexact line search
• Semismooth and Semiconvex Functions in Constrained Optimization
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices

Cited in

(10)

• On the computation of all solutions of jointly convex generalized Nash equilibrium problems
• Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
• On the variational equilibrium as a refinement of the generalized Nash equilibrium
• A new class of generalized Nash-population games via variational inequalities and fixed points
• A mixed 0-1 linear programming approach to the computation of all pure-strategy Nash equilibria of a finite \(n\)-person game in normal form
• On generalized Nash games and variational inequalities
• A globalized Newton method for the computation of normalized Nash equilibria
• A Nonlinear Programming Approach to Determine a Generalized Equilibrium for N-Person Normal Form Games
• A parametrized variational inequality approach to track the solution set of a generalized Nash equilibrium problem
• Generalized ordinal Nash games: variational approach

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