A branch-and-bound algorithm for non-convex Nash equilibrium problems
This paper introduces a spatial branch-and-bound method for the approximate computation of the set of all epsilon-Nash equilibria of continuous box-constrained non-convex Nash equilibrium problems. We explain appropriate discarding and fathoming techniques, provide a termination proof for a prescribed approximation tolerance, and report our computational experience. Article Download View A branch-and-bound algorithm for non-convex Nash … Read more