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Published in: Optimization and Engineering 4/2018

20-03-2018

On describing the solution sets of generalized Nash games with shared constraints

Authors: M.-G. Cojocaru, E. Wild, A. Small

Published in: Optimization and Engineering | Issue 4/2018

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Abstract

In this paper we use parametric variational inequality problems for the purpose of describing entire solution sets of generalized Nash games with shared constraints. We prove two theoretical results and we introduce a computational method that practitioners can implement in applied problems modeled as generalized Nash games, under assumptions present in the current literature. Further, we give illustrative examples of how our computational technique is used to derive solution sets of known generalized Nash games previously not solved by existing techniques. We close with the presentation of an applied problem formulated as a generalized Nash game, namely a model of a joint implementation environmental accord between countries. We discuss the possible advantages of modeling it within a generalized Nash game framework.

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Footnotes
1
In Gauvin (1977), the author considers classical constraint qualification conditions such as the Mangasarian–Fromowitz CQ for problems with equality and inequality constraints, or the Cottle CQ for problems with inequality constraints only.
 
2
We refer the reader to Remark 3.2 in the next Section for an extended explanation of the computational method we propose in cases where the VI problems may not have unique solutions.
 
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Metadata
Title
On describing the solution sets of generalized Nash games with shared constraints
Authors
M.-G. Cojocaru
E. Wild
A. Small
Publication date
20-03-2018
Publisher
Springer US
Published in
Optimization and Engineering / Issue 4/2018
Print ISSN: 1389-4420
Electronic ISSN: 1573-2924
DOI
https://doi.org/10.1007/s11081-018-9379-4

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