On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods t...

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Bibliographic Details

Published in:	Optimization Vol. 68; no. 1; pp. 197 - 226
Main Author:	Sagratella, Simone
Format:	Journal Article
Language:	English
Published:	Philadelphia Taylor & Francis 02.01.2019 Taylor & Francis LLC
Subjects:	Branch and bound methods Coupling Economic models enumerative method Equilibrium equilibrium selection Game theory Generalized Nash equilibrium problem Methods mixed-integer nonlinear problem
ISSN:	0233-1934, 1029-4945
Online Access:	Get full text
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