Shares Allocation Methods for Generalized Game Problems with Joint Constraints |
| |
Authors: | I V Konnov |
| |
Institution: | 1.Department of System Analysis and Information Technologies,Kazan Federal University,Kazan,Russia |
| |
Abstract: | We consider an extension of a noncooperative game problem where players have joint binding constraints. We suggest a shares allocation approach, which replaces the initial problem with a sequence of Nash equilibrium problems together with an upper level set-valued variational inequality as master problem. This transformation maintains the monotonicity properties of the underlying mappings. We also show that the regularization yields a decomposable penalty method, which removes complex functions in constraints within the custom noncooperative game framework and provides the single-valued master problem with strengthened monotonicity of its cost mapping. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|