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A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint

In: Operations Research Proceedings 2017

Author

Listed:
  • Zhengyu Wang

    (Nanjing University)

  • Stefan Pickl

    (Universität der Bundeswehr München)

Abstract

This paper studies the dynamic Nash equilibrium problem with shared constraint (NEPSC), a set of optimal control problems with coupled cost functionals and control sets. This problem is reformulated into a variational inequality (VI) posed in an Hilbert space, and a VI-based Galerkin method is proposed for solving its equilibrium solution.

Suggested Citation

  • Zhengyu Wang & Stefan Pickl, 2018. "A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint," Operations Research Proceedings, in: Natalia Kliewer & Jan Fabian Ehmke & Ralf Borndörfer (ed.), Operations Research Proceedings 2017, pages 617-623, Springer.
    • Handle: RePEc:spr:oprchp:978-3-319-89920-6_82
    DOI: 10.1007/978-3-319-89920-6_82
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