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Methods for Solving Generalized Nash Equilibrium

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  • Biao Qu
  • Jing Zhao

Abstract

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.

Suggested Citation

  • Biao Qu & Jing Zhao, 2013. "Methods for Solving Generalized Nash Equilibrium," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-6, February.
  • Handle: RePEc:hin:jnljam:762165
    DOI: 10.1155/2013/762165
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    Cited by:

    1. Muhammad Imran & Samina Akhtar & Yuee Chen & Shabbir Ahmad, 2021. "Environmental Education and Women: Voices From Pakistan," SAGE Open, , vol. 11(2), pages 21582440211, April.
    2. Geneviève Robert, 2015. "Implementation of a process continuous improvement in the MSHS services [Mise en place d'une démarche d'amélioration continue dans les services de la Maison des Sciences de l'Homme et de la Société," Working Papers hal-01338880, HAL.
    3. Tao, Sui & Rohde, David & Corcoran, Jonathan, 2014. "Examining the spatial–temporal dynamics of bus passenger travel behaviour using smart card data and the flow-comap," Journal of Transport Geography, Elsevier, vol. 41(C), pages 21-36.

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