Computing all solutions of linear generalized Nash equilibrium problems

In this paper we consider linear generalized Nash equilibrium problems, i.e., the cost and the constraint functions of all players in a game are assumed to be linear. Exploiting duality theory, we design an algorithm that is able to compute the entire solution set of these problems and that terminates after finite time. We present numerical results on some academic examples as well as some economic market models to show effectiveness of our algorithm in small dimensions.