The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players' strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching. © 2007 Springer-Verlag.
Generalized Nash equilibrium problems and Newton methods / Facchinei, Francisco; Andreas, Fischer; Piccialli, Veronica. - In: MATHEMATICAL PROGRAMMING. - ISSN 0025-5610. - STAMPA. - 117:1-2(2009), pp. 163-194. [10.1007/s10107-007-0160-2]
Generalized Nash equilibrium problems and Newton methods
FACCHINEI, Francisco;Veronica Piccialli
2009
Abstract
The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players' strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching. © 2007 Springer-Verlag.| File | Dimensione | Formato | |
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