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Optimization Letters

, Volume 5, Issue 3, pp 531–547 | Cite as

On the computation of all solutions of jointly convex generalized Nash equilibrium problems

  • Francisco FacchineiEmail author
  • Simone Sagratella
Original Paper

Abstract

Jointly convex generalized Nash equilibrium problems are the most studied class of generalized Nash equilibrium problems. For this class of problems it is now clear that a special solution, called variational or normalized equilibrium, can be computed by solving a variational inequality. However, the computation of non-variational equilibria is more complex and less understood and only very few methods have been proposed so far. In this note we consider a new approach for the computation of non-variational solutions of jointly convex problems and compare our approach to previous proposals.

Keywords

Nash equilibrium problem Generalized Nash equilibrium problem Jointly convex problem KKT conditions Solution set Variational inequality 

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Copyright information

© Springer-Verlag 2010

Authors and Affiliations

  1. 1.Department of Computer and System Sciences Antonio RubertiSapienza University of RomeRomeItaly

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