摘要
研究每个局中人的决策集都有可能与竞争者的决策集有关的广义纳什均衡问题.给出了该广义纳什均衡问题罚函数形式的再定式.通过分析其KKT点的特点,进一步给出了求解广义纳什均衡问题的增量罚算法.
This paper is concerned with the generalized Nash equilibrium problem（GNEP）, in which each player＇s strategy set may depend on the rival players＇ strategies. We then propose a penalized reformulation for GNEP. Furthermore, we present an incremental penalty method for solving GNEP by analysis characteristic of the KKT points.
出处
《纯粹数学与应用数学》
CSCD
2012年第5期599-603,共5页
Pure and Applied Mathematics
基金
辽宁大学青年基金(2011LDQN09)
关键词
广义纳什均衡问题
罚函数
KKT条件
算法
generalized Nash equilibrium problem, penalty function, KKT condition, algorithm
