Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
スポンサーリンク
概要
- 論文の詳細を見る
We consider the generalized Nash equilibrium problem (GNEP), in which each player’s strategy set may depend on the rivals’ strategies through shared constraints. A practical approach to solving this problem that has received increasing attention lately entails solving a related variational inequality (VI). From the viewpoint of game theory, it is important to find as many GNEs as possible, if not all of them. We propose two types of parametrized VIs related to the GNEP, one price-directed and the other resource-directed. We show that these parametrized VIs inherit the monotonicity properties of the original VI and, under mild constraint qualifications, their solutions yield all GNEs. We propose strategies to sample in the parameter spaces and show, through numerical experiments on benchmark examples, that the GNEs found by the parametrized VI approaches are widely distributed over the GNE set.
論文 | ランダム
- Cultural exchange in online peer collaboration
- Bloom and His Imaginative Prowess
- マリリン・モンローの虚構の人生--ジョイス・キャロル・オーツの『ブロンド』
- 群島の中のジョイス--今福龍太『群島-世界論』におけるジェイムズ・ジョイス
- 海外論文 Internal Auditor 2009年4月号 内部監査部門が成功するための6本の文化的支柱