Some projection-like methods for the generalized Nash equilibria

Authors:
Jianzhong Zhang;Biao Qu;Naihua Xiu
Affiliations:
Department of Mathematics, City University of Hong Kong, Hong Kong, Hong Kong;Institute of Operations Research, Qufu Normal University, Qufu, China and Department of Applied Mathematics, Beijing Jiaotong University, Beijing, China;Department of Applied Mathematics, Beijing Jiaotong University, Beijing, China
Venue:
Computational Optimization and Applications
Year:
2010

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Abstract

A generalized Nash game is an m-person noncooperative game in which each player's strategy depends on the rivals' strategies. Based on a quasi-variational inequality formulation for the generalized Nash game, we present two projection-like methods for solving the generalized Nash equilibria in this paper. It is shown that under certain assumptions, these methods are globally convergent. Preliminary computational experience is also reported.