Generalized Nash equilibrium problems and Newton methods

• 成果类型: Article
• 署名作者: Facchinei, Francisco; Fischer, Andreas; Piccialli, Veronica
• 署名单位: Sapienza University Rome; Technische Universitat Dresden
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0160-2
• 发表日期: 2009
• 页码: 163-194
• 关键词: algorithms; EXISTENCE; games

摘要

The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players' strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching.