求解广义纳什均衡问题的一种下降算法A Descent Method For Solving the Generalized Nash Equilibrium
赵晶,屈彪
摘要(Abstract)：
广义纳什均衡问题是一种非合作博弈,其每一个竞争者的策略集和目标函数都要依靠其他竞争者的策略集.最近,Heusinger和Kanzow利用Nikaido-Isoda函数把广义纳什均衡问题转化为一种带约束的优化问题.在此基础上提出了一种下降型算法,并且证明了算法的全局收敛性.
关键词(KeyWords)： 广义纳什均衡;正则解;下降算法
基金项目(Foundation): 国家自然科学基金资助项目(10701047)
作者(Author): 赵晶,屈彪
DOI: 10.16393/j.cnki.37-1436/z.2010.02.014
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