A parametrized variational inequality approach to track the solution set of a generalized nash equilibrium problem.
Tangi MigotMonica-Gabriela CojocaruPublished in: Eur. J. Oper. Res. (2020)
Keyphrases
- variational inequalities
- nash equilibrium
- set valued
- complementarity problems
- feasible set
- convex sets
- variational inequality problems
- game theory
- nonlinear complementarity problem
- sensitivity analysis
- fixed point
- nash equilibria
- probability distribution
- traffic assignment
- regret minimization
- game theoretic
- pareto optimal
- lipschitz continuity
- optimal solution
- learning algorithm
- mixed strategy
- special case
- solution concepts
- boundary value problem
- state space
- boundary conditions