Skip to main content
Erschienen in: Optimization and Engineering 4/2018

20.03.2018

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

verfasst von: M.-G. Cojocaru, E. Wild, A. Small

Erschienen in: Optimization and Engineering | Ausgabe 4/2018

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

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.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Fußnoten
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.
 
Literatur
Zurück zum Zitat Aubin J-P, Cellina A (1984) Differential inclusions. Springer, BerlinCrossRef Aubin J-P, Cellina A (1984) Differential inclusions. Springer, BerlinCrossRef
Zurück zum Zitat Baiocchi C, Capelo A (1984) Variational and quasivariational inequalities. applications to free boundary problems. Wiley, HobokenMATH Baiocchi C, Capelo A (1984) Variational and quasivariational inequalities. applications to free boundary problems. Wiley, HobokenMATH
Zurück zum Zitat Bensoussan A (1974) Points de Nash dans le cas de fonctionnelles quadratiques et jeux differentiels lineaires a N personnes. SIAM J Control 12:460–499MathSciNetCrossRef Bensoussan A (1974) Points de Nash dans le cas de fonctionnelles quadratiques et jeux differentiels lineaires a N personnes. SIAM J Control 12:460–499MathSciNetCrossRef
Zurück zum Zitat Bliemer MCJ, Bovy PHL (2003) Quasi-variational inequality formulation of the multiclass dynamic traffic assignment problem. Transp Res Part B 37:50–519CrossRef Bliemer MCJ, Bovy PHL (2003) Quasi-variational inequality formulation of the multiclass dynamic traffic assignment problem. Transp Res Part B 37:50–519CrossRef
Zurück zum Zitat Breton M, Zaccour G, Zahaf M (2006) A game-theoretic formulation of joint implementation of environmental projects. Eur J Oper Res 168:221–239MathSciNetCrossRef Breton M, Zaccour G, Zahaf M (2006) A game-theoretic formulation of joint implementation of environmental projects. Eur J Oper Res 168:221–239MathSciNetCrossRef
Zurück zum Zitat Cojocaru M-G, Jonker LB (2003) Existence of solutions to projected differential equations on Hilbert spaces. Proc Am Math Soc 132(1):183–193MathSciNetCrossRef Cojocaru M-G, Jonker LB (2003) Existence of solutions to projected differential equations on Hilbert spaces. Proc Am Math Soc 132(1):183–193MathSciNetCrossRef
Zurück zum Zitat Barbagallo A, Cojocaru M-G (2010) Dynamic vaccination games and variational inequalities on time-dependent sets. J Biol Dyn 4(6):539–558MathSciNetCrossRef Barbagallo A, Cojocaru M-G (2010) Dynamic vaccination games and variational inequalities on time-dependent sets. J Biol Dyn 4(6):539–558MathSciNetCrossRef
Zurück zum Zitat Chen Y, Hobbs B, Leyffer S, Munson T (2006) Leader-follower equilibria for electric power and NOx allowances markets. Comput Manag Sci 3:307–330MathSciNetCrossRef Chen Y, Hobbs B, Leyffer S, Munson T (2006) Leader-follower equilibria for electric power and NOx allowances markets. Comput Manag Sci 3:307–330MathSciNetCrossRef
Zurück zum Zitat Cubiotti P, Yao JC (2010) Nash equilibria of generalized games in normed spaces without upper semicontinuity. J Global Optim 46:509–519MathSciNetCrossRef Cubiotti P, Yao JC (2010) Nash equilibria of generalized games in normed spaces without upper semicontinuity. J Global Optim 46:509–519MathSciNetCrossRef
Zurück zum Zitat Facchinei F, Fischer A, Piccialli V (2007) On generalized Nash games and variational inequalities. Oper Res Lett 35:159–164MathSciNetCrossRef Facchinei F, Fischer A, Piccialli V (2007) On generalized Nash games and variational inequalities. Oper Res Lett 35:159–164MathSciNetCrossRef
Zurück zum Zitat Feijoo F, Das TK (2015) Design of pareto optimal CO2 cap-and-trade policies for deregulated electricity networks. Appl Energy 119:371–383CrossRef Feijoo F, Das TK (2015) Design of pareto optimal CO2 cap-and-trade policies for deregulated electricity networks. Appl Energy 119:371–383CrossRef
Zurück zum Zitat Gauvin J (1977) A necessary and sufficient regularity condition to have bounded Lagrange multipliers in nonconvex programming. Math Program 12:136–138MathSciNetCrossRef Gauvin J (1977) A necessary and sufficient regularity condition to have bounded Lagrange multipliers in nonconvex programming. Math Program 12:136–138MathSciNetCrossRef
Zurück zum Zitat Harker PT (1991) Generalized Nash games and quasi-variational inequalities. Eur J Oper Res 54:81–94CrossRef Harker PT (1991) Generalized Nash games and quasi-variational inequalities. Eur J Oper Res 54:81–94CrossRef
Zurück zum Zitat Ichiishi T (1983) Game theory for economic analysis. Academic Press, New YorkMATH Ichiishi T (1983) Game theory for economic analysis. Academic Press, New YorkMATH
Zurück zum Zitat Isac G, Cojocaru M-G (2002) Variational inequalities, complementarity problems and pseudo-monotonicity. Dyn Asp Semin Fixed Point Theory Cluj-Napoca 3:41–62MathSciNetMATH Isac G, Cojocaru M-G (2002) Variational inequalities, complementarity problems and pseudo-monotonicity. Dyn Asp Semin Fixed Point Theory Cluj-Napoca 3:41–62MathSciNetMATH
Zurück zum Zitat Kinderlehrer D, Stampacchia D (1980) An introduction to variational inequalities and their application. Academic Press, New YorkMATH Kinderlehrer D, Stampacchia D (1980) An introduction to variational inequalities and their application. Academic Press, New YorkMATH
Zurück zum Zitat Kulkarni AA, Shanbhag UV (2012) On the variational equilibrium as a refinement of the generalized nash equilibrium. Automatica 48(1):45–55MathSciNetCrossRef Kulkarni AA, Shanbhag UV (2012) On the variational equilibrium as a refinement of the generalized nash equilibrium. Automatica 48(1):45–55MathSciNetCrossRef
Zurück zum Zitat Kulkarni AA, Shanbhag UV (2012) Revisiting generalized nash games and variational inequalities. J Optim Theory Appl 154(1):175–186MathSciNetCrossRef Kulkarni AA, Shanbhag UV (2012) Revisiting generalized nash games and variational inequalities. J Optim Theory Appl 154(1):175–186MathSciNetCrossRef
Zurück zum Zitat Kulkarni AA, Shanbhag UV (2014) A shared-constraint approach to multi-leader multi-follower games, set valued and variational. Analysis 22(4):691–720MathSciNetMATH Kulkarni AA, Shanbhag UV (2014) A shared-constraint approach to multi-leader multi-follower games, set valued and variational. Analysis 22(4):691–720MathSciNetMATH
Zurück zum Zitat Lions JL, Stampacchia G (1967) Variational inequalities. Commun Pure Appl Mathematics 22:493–519CrossRef Lions JL, Stampacchia G (1967) Variational inequalities. Commun Pure Appl Mathematics 22:493–519CrossRef
Zurück zum Zitat Nabetani K, Tseng P, Fukushima M (2008) Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints, Technical Report, Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University Nabetani K, Tseng P, Fukushima M (2008) Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints, Technical Report, Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University
Zurück zum Zitat Pang J-S, Fukushima M (2005) Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. CMS 2:21–56MathSciNetCrossRef Pang J-S, Fukushima M (2005) Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. CMS 2:21–56MathSciNetCrossRef
Zurück zum Zitat Rosen JB (1965) Existence and uniqueness of equilibrium points for concave n-person games. Econometrica 33:520–534MathSciNetCrossRef Rosen JB (1965) Existence and uniqueness of equilibrium points for concave n-person games. Econometrica 33:520–534MathSciNetCrossRef
Zurück zum Zitat Scrimali L (2004) Quasi-variational inequalities in transportation networks. Math Models Methods Appl Sci 14(10):1541–1560MathSciNetCrossRef Scrimali L (2004) Quasi-variational inequalities in transportation networks. Math Models Methods Appl Sci 14(10):1541–1560MathSciNetCrossRef
Zurück zum Zitat Shammin M, Bullard C (2009) Impact of cap-and-trade policies for reducing greenhouse gas emissions on US households. Ecol Econ 68:2432–2438CrossRef Shammin M, Bullard C (2009) Impact of cap-and-trade policies for reducing greenhouse gas emissions on US households. Ecol Econ 68:2432–2438CrossRef
Zurück zum Zitat Tidball M, Zaccour G (2005) An environmental game with coupling constraints. Environ Model Assess 10:153–158CrossRef Tidball M, Zaccour G (2005) An environmental game with coupling constraints. Environ Model Assess 10:153–158CrossRef
Zurück zum Zitat Tully S, Cojocaru M-G, Bauch C (2017) Multiplayer games and HIV transmission via casual encounters. Math Biosci Eng 14(2):359–376MathSciNetMATH Tully S, Cojocaru M-G, Bauch C (2017) Multiplayer games and HIV transmission via casual encounters. Math Biosci Eng 14(2):359–376MathSciNetMATH
Zurück zum Zitat Wild E (2017) An evolutionary approach to solving generalized Nash equilibrium problems with exclusively shared constraints, accepted in: J Heuristics Wild E (2017) An evolutionary approach to solving generalized Nash equilibrium problems with exclusively shared constraints, accepted in: J Heuristics
Metadaten
Titel
On describing the solution sets of generalized Nash games with shared constraints
verfasst von
M.-G. Cojocaru
E. Wild
A. Small
Publikationsdatum
20.03.2018
Verlag
Springer US
Erschienen in
Optimization and Engineering / Ausgabe 4/2018
Print ISSN: 1389-4420
Elektronische ISSN: 1573-2924
DOI
https://doi.org/10.1007/s11081-018-9379-4

Weitere Artikel der Ausgabe 4/2018

Optimization and Engineering 4/2018 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.