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Multi-objective optimisation for solving cooperative continuous static games using Karush-Kuhn-Tucker conditions

Hamiden Abd El-Wahed Khalifa and Pavan Kumar

International Journal of Operational Research, 2023, vol. 46, issue 1, 133-147

Abstract: This paper introduces cooperative continuous static games (CCSG) with parameters in the cost functions of the players and in the right-hand side of the constraints. The CCSG is converted into the corresponding multi-objective nonlinear programming problem. The resulted nonlinear programming problem is converted into the single objective nonlinear programming problem through the use of the weighted sum method. A solution method for obtaining the stability set of the second kind without differentiability for the CCSG is presented using Karush-Kuhn-Tucker conditions. A numerical example is given for the illustration.

Keywords: cooperative continuous static games; CCSG; efficient solution; weighted sum method; optimal solution; Karush-Kuhn-Tucker conditions; stability. (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (3)

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