Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets

Axel Dreves ()

Mathematical Methods of Operations Research, 2014, vol. 80, issue 2, 139-159

Abstract: We consider a class of generalized Nash equilibrium problems with quadratic cost functions and common linear constraints for all players. Further we focus on the case where every player has a single strategy variable within a bounded set. For this problem class we present an algorithm that is able to compute all solutions and that terminates finitely. Our method is based on a representation of the solution set as a finite union of polyhedral sets using sign conditions for the derivatives of the cost and constraint functions. The effectiveness of the algorithm is shown in various examples from literature. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Affine generalized Nash equilibrium problem; One-dimensional strategy sets; All solutions; Finite termination (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00186-014-0473-x

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