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.File in questo prodotto:
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