Generalized Nash equilibrium problem, variational inequality and quasiconvexity

Generalized Nash equilibrium problem, variational inequality and quasiconvexity

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Article ID: iaor20102848
Volume: 36
Issue: 4
Start Page Number: 461
End Page Number: 464
Publication Date: Jul 2008
Journal: Operations Research Letters
Authors: ,
Keywords: Nash equilibrium
Abstract:

It is well known that the generalized Nash equilibrium problem, a model for multi-leader–follower games, can be reformulated as a quasivariational inequality. We show that, in fact, a reformulation in terms of a variational inequality can be obtained in the general setting of quasiconvex nondifferentiable decision functions. An existence result is deduced.

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