We analyze some new decomposition schemes for the solution of gen- eralized Nash equilibrium problems. We prove convergence for a particular class of generalized potential games that includes some interesting engineering problems. We show that some versions of our algorithms can deal also with problems lacking any convexity and consider separately the case of two players for which stronger results can be obtained.

Facchinei, F., Piccialli, V., Sciandrone, M. (2011). Decomposition algorithms for generalized potential games. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 50(2), 237-262 [10.1007/s10589-010-9331-9].

Decomposition algorithms for generalized potential games

PICCIALLI, VERONICA;
2011-01-01

Abstract

We analyze some new decomposition schemes for the solution of gen- eralized Nash equilibrium problems. We prove convergence for a particular class of generalized potential games that includes some interesting engineering problems. We show that some versions of our algorithms can deal also with problems lacking any convexity and consider separately the case of two players for which stronger results can be obtained.
2011
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/09 - RICERCA OPERATIVA
English
Con Impact Factor ISI
Generalized Nash equilibrium problem, Generalized potential game, Decomposition, Regularization
http://link.springer.com/article/10.1007%2Fs10589-010-9331-9
Facchinei, F., Piccialli, V., Sciandrone, M. (2011). Decomposition algorithms for generalized potential games. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 50(2), 237-262 [10.1007/s10589-010-9331-9].
Facchinei, F; Piccialli, V; Sciandrone, M
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/70148
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