Some projection-like methods for the generalized Nash equilibria

被引：0
|
作者：
Jianzhong Zhang
Biao Qu
Naihua Xiu
机构：
[1] City University of Hong Kong,Department of Mathematics
[2] Qufu Normal University,Institute of Operations Research
[3] Beijing Jiaotong University,Department of Applied Mathematics
来源：
Computational Optimization and Applications | 2010年 / 45卷
关键词：
Generalized Nash equilibrium; Quasi-variational inequality; Projection-like method; Convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A generalized Nash game is an m-person noncooperative game in which each player’s strategy depends on the rivals’ strategies. Based on a quasi-variational inequality formulation for the generalized Nash game, we present two projection-like methods for solving the generalized Nash equilibria in this paper. It is shown that under certain assumptions, these methods are globally convergent. Preliminary computational experience is also reported.
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页码：89 / 109
页数：20
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