期刊
MATHEMATICAL PROGRAMMING
卷 117, 期 1-2, 页码 163-194出版社
SPRINGER HEIDELBERG
DOI: 10.1007/s10107-007-0160-2
关键词
generalized Nash equilibrium; semismooth Newton method; Levenberg-Marquardt method; nonisolated solution; internet switching
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.
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