Dreves, Axel; Heusinger, Anna; Kanzow, Christian; … - In: Journal of Global Optimization 56 (2013) 2, pp. 327-340
The generalized Nash equilibrium is a Nash game, where not only the players’ cost functions, but also the constraints of a player depend on the rival players decisions. We present a globally convergent algorithm that is suited for the computation of a normalized Nash equilibrium in the...