Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem

被引:0
作者
Didier Aussel
Rachana Gupta
Aparna Mehra
机构
[1] Lab. PROMES,Department of Mathematics
[2] UPR CNRS 8521,undefined
[3] University of Perpignan Via Domitia,undefined
[4] Indian Institute of Technology - Delhi,undefined
来源
Journal of Optimization Theory and Applications | 2016年 / 169卷
关键词
Generalized Nash equilibrium problem; Evolutionary variational inequality problem; Semistrict quasiconvexity; Sublevel set; 49J40; 90C26; 90B10;
D O I
暂无
中图分类号
学科分类号
摘要
The formulation of the generalized Nash Equilibrium problem as an evolutionary variational inequality problem is proved in the general setting of quasiconvex decision functions. An existence result for the time-dependent generalized Nash equilibrium problem is deduced, and an application to the dynamic electricity market is also considered.
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页码:74 / 90
页数:16
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