A constrained optimization reformulation of the generalized Nash equilibrium problem

被引：5
作者：
Hou J. [1 ]
Wen Z.-C. [1 ]
Lai J.-F. [2 ]
机构：
[1] Management College, Inner Mongolia University of Technology, Hohhot
[2] Science College, Inner Mongolia University of Technology, Hohhot
来源：
Journal of Interdisciplinary Mathematics | 2017年 / 20卷 / 01期
关键词：
constrained optimization problem; Generalized Nash equilibrium problem; Nikaido-Isoda function; Stationary point;
D O I：
10.1080/09720502.2016.1258833
中图分类号：
学科分类号：
摘要：
The generalized Nash equilibrium problem is an extension of the Nash equilibrium problem by assuming that each player’s feasible set depends on the rival player’s strategies. By the Nikaido-Isoda function, we reformulate the generalized Nash equilibrium problem as a constrained optimization problem. This reformulation allows us to apply optimization techniques to the constrained optimization problem in order to solve the generalized Nash equilibrium problem. Conditions for the stationary point to be the global minimum of the constrained optimization problem are also given. © 2016 Taru Publications.
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页码：27 / 34
页数：7
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