On generalized Nash games and variational inequalities

Authors:
Francisco Facchinei;Andreas Fischer;Veronica Piccialli
Affiliations:
Department of Computer and System Sciences "A. Ruberti", Universití di Roma "La Sapienza", Via Buonarroti 12, Rome 00185, Italy;Institute of Numerical Mathematics, Technische Universität Dresden, 01062 Dresden, Germany;Department of Computer and System Sciences "A. Ruberti", Universití di Roma "La Sapienza", Via Buonarroti 12, Rome 00185, Italy
Venue:
Operations Research Letters
Year:
2007

Citing 2
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Abstract

We show that for a large class of problems a generalized Nash equilibrium can be calculated by solving a variational inequality. We analyze what solutions are found by this reduction procedure and hint at possible applications.