Journal
OPTIMIZATION
Volume 68, Issue 12, Pages 2265-2291Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331934.2019.1646743
Keywords
Generalized Nash equilibrium problem; Jacobi-type method; equilibrium selection; discrete approach
Ask authors/readers for more resources
In this paper, we propose a best-response approach to select an equilibrium in a two-player generalized Nash equilibrium problem. In our model we solve, at each of a finite number of time steps, two independent optimization problems. We prove that convergence of our Jacobi-type method, for the number of time steps going to infinity, implies the selection of the same equilibrium as in a recently introduced continuous equilibrium selection theory. Thus the presented approach is a different motivation for the existing equilibrium selection theory, and it can also be seen as a numerical method. We show convergence of our numerical scheme for some special cases of generalized Nash equilibrium problems with linear constraints and linear or quadratic cost functions.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available