On the computation of all solutions of jointly convex generalized Nash equilibrium problems
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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.
KeywordsNash equilibrium problem Generalized Nash equilibrium problem Jointly convex problem KKT conditions Solution set Variational inequality
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