Methods for Solving Generalized Nash Equilibrium
Keyword(s):
The generalized Nash equilibrium problem (GNEP) is an extension of the standard Nash equilibrium problem (NEP), in which each player's strategy set may depend on the rival player's strategies. In this paper, we present two descent type methods. The algorithms are based on a reformulation of the generalized Nash equilibrium using Nikaido-Isoda function as unconstrained optimization. We prove that our algorithms are globally convergent and the convergence analysis is not based on conditions guaranteeing that every stationary point of the optimization problem is a solution of the GNEP.
2008 ◽
Vol 36
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pp. 461-464
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2012 ◽
Vol 57
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pp. 843-861
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2014 ◽
Vol 42
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pp. 398
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2018 ◽
Vol 452
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pp. 032047
2020 ◽
Vol 283
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pp. 1136-1147
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2014 ◽
Vol 95
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