Perturbation approach to generalized Nash equilibrium problems with shared constraints

被引：9
|
作者：
Altangerel, L. [1 ]
Battur, G. [1 ]
机构：
[1] Natl Univ Mongolia, Sch Math & Comp Sci, Ulaanbaatar, Mongolia
来源：
OPTIMIZATION LETTERS | 2012年 / 6卷 / 07期
关键词：
Generalized Nash equilibrium problem; Conjugate duality; Inclusion problems; Maximal monotonicity; Oligopolistic market equilibrium models; Splitting algorithms;
D O I：
10.1007/s11590-012-0510-8
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper aims to consider an application of conjugate duality in convex optimization to the generalized Nash equilibrium problems with shared constraints and nonsmooth cost functions. Sufficient optimality conditions for the problems regarding to players are rewritten as inclusion problems and the maximal monotonicity of set-valued mappings generated by the subdifferentials of functions from data of GNEP is proved. Moreover, some assertions dealing with solutions to GNEP are obtained and applications of splitting algorithms to the oligopolistic market equilibrium models are presented.
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页码：1379 / 1391
页数：13
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