Generalized Nash Equilibrium Problems

Francisco Facchinei, Veronica Piccialli, Andreas Fischer


We consider the generalized Nash equilibrium problem,
where the feasible sets of the players may depend on the other
players' strategies. This problem is emerging as an important
modelling tool but its use is limited by its great analytical
complexity. We consider several Newton methods, analyzing their
features and comparing their range of applicability. In
particular, we address the issue of the non local uniqueness of
the solutions that can cause severe difficulties in a
straightforward application of standard methods. We illustrate in
detail the results obtained by applying them to a model for
internet switching.

[DOI: 10.1685 / CSC06072] About DOI

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