linear generalized nash equilibrium problem

The Noncooperative Fixed Charge Transportation Problem

  • Simone Sagratella
  • Marcel Stefan Schmidt
  • Nathan Sudermann-Merx
    • Categories (Mixed) Integer Linear Programming, Game Theory Tags , ,

    We introduce the noncooperative fixed charge transportation problem (NFCTP), which is a game-theoretic extension of the fixed charge transportation problem. In the NFCTP, competing players solve coupled fixed charge transportation problems simultaneously. Three versions of the NFCTP are discussed and compared, which differ in their treatment of shared social costs. This may be used from … Read more

    Solving linear generalized Nash equilibrium problems numerically

  • Axel Dreves
  • Nathan Sudermann-Merx
    • Categories Game Theory Tags , , , ,

    This paper considers the numerical solution of linear generalized Nash equilibrium problems. Since many methods for nonlinear problems require the nonsingularity of some second order derivative, standard convergence conditions are not satisfied in our linear case. We provide new convergence criteria for a potential reduction algorithm that allow its application to linear generalized Nash equilibrium … Read more