Generalized Nash Equilibrium Problems

Annals of Operations Research volume 175, pages177–211(2010)Cite this article

Abstract

The Generalized Nash Equilibrium Problem is an important model that has its roots in the economic sciences but is being fruitfully used in many different fields. In this survey paper we aim at discussing its main properties and solution algorithms, pointing out what could be useful topics for future research in the field.

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  1. Department of Computer and System Sciences A. Ruberti, Sapienza Università di Roma, Via Ariosto 25, 00185, Roma, Italy

    Francisco Facchinei

  2. Institute of Mathematics, University of Würzburg, Am Hubland, 97074, Würzburg, Germany

    Christian Kanzow

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  1. Francisco Facchinei
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Correspondence to Francisco Facchinei.

Additional information

This is an updated version of the paper that appeared in 4OR, 5(3), 173–210 (2007).

The work of F. Facchinei has been partially supported by MIUR-PRIN 2005 n. 2005017083 Research Program “Innovative Problems and Methods in Nonlinear Optimization”.

The work of C. Kanzow has been partially supported by the program “Identification, Optimization and Control with Applications in Modern Technologies” of the Elite Network of Bavaria, Germany.

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Facchinei, F., Kanzow, C. Generalized Nash Equilibrium Problems. Ann Oper Res 175, 177–211 (2010). https://doi.org/10.1007/s10479-009-0653-x

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  • Nash Equilibrium Problem
  • Pseudo game
  • Social equilibrium
  • Coupled constraints
  • Existence
  • Stability
  • Solution algorithm