Generalized Nash equilibrium problem, variational inequality and quasiconvexity

  • Authors:
  • Didier Aussel;Joydeep Dutta

  • Affiliations:
  • Département de Mathématiques, Université de Perpignan, 52 avenue P. Alduy, F-66860 Perpignan Cedex, France;Department of Mathematics, Indian Institute of Technology, Kanpur-208106, India

  • Venue:
  • Operations Research Letters
  • Year:
  • 2008

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Abstract

It is well known that the generalized Nash equilibrium problem, a model for multi-leader-follower games, can be reformulated as a quasivariational inequality. We show that, in fact, a reformulation in terms of a variational inequality can be obtained in the general setting of quasiconvex nondifferentiable decision functions. An existence result is deduced.