Generalized Nash Equilibrium Problems

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  • Francisco Facchinei
  • Veronica Piccialli
  • Andreas Fischer

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https://doi.org/10.1685/

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We consider the generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players' strategies. This problem is emerging as an important modelling tool but its use is limited by its great analytical complexity. We consider several Newton methods, analyzing their features and comparing their range of applicability. In particular, we address the issue of the non local uniqueness of the solutions that can cause severe difficulties in a straightforward application of standard methods. We illustrate in detail the results obtained by applying them to a model for internet switching. [DOI: 10.1685 / CSC06072] About DOI

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2007-10-01

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##issue.vol## 1 (2006)

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Articles

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