A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint
Zhengyu Wang () and
Stefan Pickl ()
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Zhengyu Wang: Nanjing University
Stefan Pickl: Universität der Bundeswehr München
A chapter in Operations Research Proceedings 2017, 2018, pp 617-623 from Springer
Abstract:
Abstract This paper studies the dynamic Nash equilibrium problem with shared constraint (NEPSC), a set of optimal control problems with coupled cost functionals and control sets. This problem is reformulated into a variational inequality (VI) posed in an Hilbert space, and a VI-based Galerkin method is proposed for solving its equilibrium solution.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-319-89920-6_82
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DOI: 10.1007/978-3-319-89920-6_82
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