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Some projection-like methods for the generalized Nash equilibria

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Abstract

A generalized Nash game is an m-person noncooperative game in which each player’s strategy depends on the rivals’ strategies. Based on a quasi-variational inequality formulation for the generalized Nash game, we present two projection-like methods for solving the generalized Nash equilibria in this paper. It is shown that under certain assumptions, these methods are globally convergent. Preliminary computational experience is also reported.

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Authors and Affiliations

  1. Department of Mathematics, City University of Hong Kong, Hong Kong, Hong Kong

    Jianzhong Zhang

  2. Institute of Operations Research, Qufu Normal University, Qufu, China

    Biao Qu

  3. Department of Applied Mathematics, Beijing Jiaotong University, Beijing, China

    Biao Qu & Naihua Xiu

Authors
  1. Jianzhong Zhang
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  2. Biao Qu
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  3. Naihua Xiu
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Corresponding author

Correspondence to Jianzhong Zhang.

Additional information

This research was supported by Hong Kong University Grant Council under the CERG Project CityU and CUHK 103105, and the National Natural Science Foundation of China (No. 70471002, 10571106, 10701047).

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Zhang, J., Qu, B. & Xiu, N. Some projection-like methods for the generalized Nash equilibria. Comput Optim Appl 45, 89–109 (2010). https://doi.org/10.1007/s10589-008-9173-x

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  • DOI: https://doi.org/10.1007/s10589-008-9173-x

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