The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players’ strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching.

Facchinei, F., Fischer, A., Piccialli, V. (2009). Generalized Nash Equilibrium Problems and Newton methods. MATHEMATICAL PROGRAMMING, 117, 163-194 [10.1007/s10107-007-0160-2].

Generalized Nash Equilibrium Problems and Newton methods

PICCIALLI, VERONICA
2009-01-01

Abstract

The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players’ strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching.
2009
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/09 - RICERCA OPERATIVA
English
Con Impact Factor ISI
Generalized Nash equilibrium ; Semismooth Newton method;Levenberg–Marquardt method ; Nonisolated solution ; Internet switching
http://www.springerlink.com/content/v5g115p315624x02/
Facchinei, F., Fischer, A., Piccialli, V. (2009). Generalized Nash Equilibrium Problems and Newton methods. MATHEMATICAL PROGRAMMING, 117, 163-194 [10.1007/s10107-007-0160-2].
Facchinei, F; Fischer, A; Piccialli, V
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/42489
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