- | ||||
|
![]()
|
Solving Multi-Leader-Follower Games
Sven Leyffer (leyffer Abstract: Multi-leader-follower games arise when modeling competition between two or more dominant firms and lead in a natural way to equilibrium problems with equilibrium constraints (EPECs). We examine a variety of nonlinear optimization and nonlinear complementarity formulations of EPECs. We distinguish two broad cases: problems where the leaders can cost-differentiate and problems with price-consistent followers. We demonstrate the practical viability of our approach by solving a range of medium-sized test problems. Keywords: Nash games, Stackelberg games, nonlinear programming, nonlinear complementarity, NCP, MPEC, equilibrium problems with equilibrium constraints Category 1: Complementarity and Variational Inequalities Category 2: Applications -- OR and Management Sciences Category 3: Nonlinear Optimization (Constrained Nonlinear Optimization ) Citation: Preprint ANL/MCS-P1243-0405, Mathematics and Computer Science Division Argonne National Laboratory, Argonne, IL 60439, USA April 2005 Download: [PDF] Entry Submitted: 04/26/2005 Modify/Update this entry | ||
Visitors | Authors | More about us | Links | |
Subscribe, Unsubscribe Digest Archive Search, Browse the Repository
|
Submit Update Policies |
Coordinator's Board Classification Scheme Credits Give us feedback |
Optimization Journals, Sites, Societies | |
![]() |