 A parametrized variational inequality approach to track the solution set of a generalized nash equilibrium problemTangi Migot and Monica-G. Cojocaru European Journal of Operational Research, 2020, vol. 283, issue 3, 1136-1147 Abstract: In this paper, we present a numerical method to describe the solution set of a generalized Nash equilibrium problem (GNEP). Previous approaches show how to reformulate the GNEP as a family of parametric variational inequalities in the special case where the game has shared constraints. We extend this result to generalized Nash problems by means of an umbrella shared constraint approximation of the game. We show the validity of our approach on numerical examples from the literature, and we provide new results that pinpoint the handling of the algorithm’s parameters for its implementation. Last but not least, we extend, solve, and discuss an applied example of a generalized Nash equilibrium problem of environmental accords between countries. Keywords: Game theory; Generalized Nash equilibrium problem; Variational inequality; Karush-Kuhn-Tucker condition; Environmental accord model (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:283:y:2020:i:3:p:1136-1147 DOI: 10.1016/j.ejor.2019.11.054 Access Statistics for this article European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati More articles in European Journal of Operational Research from Elsevier |
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