Decomposable penalty method for generalized game problems with joint constraints
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Abstract: We consider an extension of a noncooperative game problem where players have joint binding constraints. In this case, justification of a generalized equilibrium point needs a reasonable mechanism for attaining this state. We suggest to combine a penalty method together with shares allocation of right-hand sides, which replaces the initial problem with a sequence of the usual Nash equilibrium problems together with an upper level variational inequality as a master problem. We show convergence of solutions of these auxiliary penalized problems to a solution of the initial game problem under weak coercivity conditions.
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Cited in
(6)- A penalty method approach for open-loop variational games with equality constraints
- Shares allocation methods for generalized game problems with joint constraints
- Penalty method for games of constraints
- Application of the decomposable penalty method to a class of generalized Nash equilibrium problems
- The majorization minimization algorithm for solving nonconvex generalized Nash equilibrium problems
- A decomposition algorithm for N-player games
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