Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem

Didier Aussel (), Rachana Gupta () and Aparna Mehra ()
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Didier Aussel: Lab. PROMES, UPR CNRS 8521, University of Perpignan Via Domitia
Rachana Gupta: Indian Institute of Technology - Delhi
Aparna Mehra: Indian Institute of Technology - Delhi

Journal of Optimization Theory and Applications, 2016, vol. 169, issue 1, No 5, 74-90

Abstract: Abstract The formulation of the generalized Nash Equilibrium problem as an evolutionary variational inequality problem is proved in the general setting of quasiconvex decision functions. An existence result for the time-dependent generalized Nash equilibrium problem is deduced, and an application to the dynamic electricity market is also considered.

Keywords: Generalized Nash equilibrium problem; Evolutionary variational inequality problem; Semistrict quasiconvexity; Sublevel set; 49J40; 90C26; 90B10 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-015-0859-9

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