Generalized Nash equilibrium problems and Newton methods |
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| Authors: | Francisco Facchinei Andreas Fischer Veronica Piccialli |
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| Institution: | 1. Department of Computer and System Sciences “A. Ruberti”, “Sapienza” Università di Roma, via Ariosto 25, 00185, Roma, Italy
2. Institute of Numerical Mathematics, Technische Universit?t Dresden, 01062, Dresden, Germany
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| Abstract: | The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players’ strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them to a model for internet switching. |
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