We analyze some new decomposition schemes for the solution of generalized 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.
Decomposition Algorithms for Generalized Potential Games / Facchinei, Francisco; Piccialli, Veronica; Sciandrone, Marco. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 50:2(2011), pp. 237-262. [10.1007/s10589-010-9331-9]
Decomposition Algorithms for Generalized Potential Games
FACCHINEI, Francisco;Veronica Piccialli;Marco Sciandrone
2011
Abstract
We analyze some new decomposition schemes for the solution of generalized 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 | |
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