科研之友
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摘要
A generalized Nash equilibrium problem (GNEP) is formulated in which, in addition to pointwise constraints on both the control and state variables, the feasible sets are partially governed by the solutions of a linear elliptic partial differential equation. The decisions (optimal controls) of the players arise in their competitors optimization problems via the righthand side of the partial differential equation. The existence of a (pure strategy) Nash equilibrium for the GNEP is demonstrated via a relaxation argument under the presence of a constraint qualification. A numerical method based on a nonsmooth Newton iteration is presented and numerical results are provided.
- 出版日期2013-4
