Some projection-like methods for the generalized Nash equilibria

Some projection-like methods for the generalized Nash equilibria

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Article ID: iaor20101539
Volume: 45
Issue: 1
Start Page Number: 89
End Page Number: 109
Publication Date: Jan 2010
Journal: Computational Optimization and Applications
Authors: , ,
Keywords: Nash equilibrium
Abstract:

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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