求解广义纳什均衡问题的增量罚算法

摘要

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.%　　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。