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.
Facchinei, F., Fischer, A., Piccialli, V. (2007). On generalized nash games and variational inequalities. OPERATIONS RESEARCH LETTERS, 35, 159-164 [10.1016/j.orl.2006.03.004].
On generalized nash games and variational inequalities
PICCIALLI, VERONICA
2007-01-01
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.File in questo prodotto:
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