Filtern
Volltext vorhanden
- ja (1) (entfernen)
Gehört zur Bibliographie
- ja (1)
Erscheinungsjahr
- 2009 (1)
Dokumenttyp
- Dissertation (1) (entfernen)
Sprache
- Englisch (1)
Schlagworte
- Abstiegsverfahren (1)
- Nash Equilibrium Problem (1)
- Nash-Gleichgewicht (1)
- Newton Methods (1)
- Newton-Verfahren (1)
- Nichtlineare Optimierung (1)
- Nikaido-Isoda Funktion (1)
- Nikaido-Isoda function (1)
- Spieltheorie (1)
Institut
In the generalized Nash equilibrium problem not only the cost function of a player depends on the rival players' decisions, but also his constraints. This thesis presents different iterative methods for the numerical computation of a generalized Nash equilibrium, some of them globally, others locally superlinearly convergent. These methods are based on either reformulations of the generalized Nash equilibrium problem as an optimization problem, or on a fixed point formulation. The key tool for these reformulations is the Nikaido-Isoda function. Numerical results for various problem from the literature are given.