Publication: Computing generalized Nash equilibria by polynomial programming
Computing generalized Nash equilibria by polynomial programming
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Couzoudis, E., & Renner, P. (2013). Computing generalized Nash equilibria by polynomial programming. Mathematical Methods of Operations Research, 77(3), 459–472. https://doi.org/10.1007/s00186-012-0422-5
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We present a new way to solve generalized Nash equilibrium problems. We assume the feasible set to be compact. Furthermore all functions are assumed to be polynomials. However we do not impose convexity on either the utility functions or the action sets. The key idea is to use Putinar's Positivstellensatz, a representation result for positive polynomials, to replace each agent's problem by a convex optimization problem. The Nash equilibria are then feasible solutions to a system of polynomial equations and inequalities. Our applicatio
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- Couzoudis, Eleftherios
- Renner, Philipp
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Couzoudis, E., & Renner, P. (2013). Computing generalized Nash equilibria by polynomial programming. Mathematical Methods of Operations Research, 77(3), 459–472. https://doi.org/10.1007/s00186-012-0422-5
