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Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem

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Abstract

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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Acknowledgments

The second author acknowledges the Council of Scientific Research (CSIR), India, and IIT-ParisTech Scholarship-2012 by ParisTech Foundation, France, for providing financial assistance for this research. The research was conducted while the second author visited University of Perpignan Via Domita, France. The author also thanks the University of Perpignan Via Domita, France.

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Authors and Affiliations

  1. Lab. PROMES, UPR CNRS 8521, University of Perpignan Via Domitia, 66100, Perpignan, France

    Didier Aussel

  2. Department of Mathematics, Indian Institute of Technology - Delhi, New Delhi, 110016, India

    Rachana Gupta & Aparna Mehra

Authors
  1. Didier Aussel
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  2. Rachana Gupta
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  3. Aparna Mehra
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Correspondence to Didier Aussel.

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Communicated by Dean A. Carlson.

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Aussel, D., Gupta, R. & Mehra, A. Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem. J Optim Theory Appl 169, 74–90 (2016). https://doi.org/10.1007/s10957-015-0859-9

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  • DOI: https://doi.org/10.1007/s10957-015-0859-9

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