Justification of Constrained Game Equilibrium Models
Abstract: We consider an extension of a noncooperative game where players have joint binding constraints. In this model, the constrained equilibrium can not be implemented within the same noncooperative framework and requires some other additional regulation procedures. We consider several approaches to resolution of this problem. In particular, a share allocation method is presented and substantiated. We also show that its regularization leads to a decomposable penalty method.
Keywords: Noncooperative games; joint constraints; generalized equilibrium points; share allocation; decomposable penalty method.
Category 1: Other Topics (Game Theory )
Category 2: Complementarity and Variational Inequalities
Category 3: Applications -- Science and Engineering (Basic Sciences Applications )
Citation: Kazan Federal University, Kazan, Russia.
Entry Submitted: 07/14/2014
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