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.File | Dimensione | Formato | |
---|---|---|---|
FacchineiPiccialliSciandroneCoap.pdf
solo utenti autorizzati
Descrizione: Articolo come pubblicato
Licenza:
Copyright dell'editore
Dimensione
849.96 kB
Formato
Adobe PDF
|
849.96 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.