A Penalty Approach for Generalized Nash Equilibrium Problem

• 作 者: Hou JIAN LAI JUN-FENG
• 机 构: SchoolofMathematicalSciences,ScienceCollege
• 出 处: 数学研究通讯：英文版
• 发表日期: 2012年2期
• 关键词: 均衡问题 罚方法 纳什 广义 伙伴关系 效用函数 模拟应用 数值实验 Nash equilibrium problem generalized Nash eq

The generalized Nash equilibrium problem (GNEP) is a generalization of the standard Nash equilibrium problem (NEP),in which both the utility function and the strategy space of each player depend on the strategies chosen by all other players.This problem h