| 一种改进的自适应投影法解广义纳什均衡问题 |
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| 引用本文： | 李小焕,何洪津,韩德仁.一种改进的自适应投影法解广义纳什均衡问题[J].南京师大学报,2011(2). |
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| 作者姓名： | 李小焕 何洪津 韩德仁 |
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| 作者单位： | 南京师范大学数学科学学院; |
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| 基金项目： | 国家自然科学基金(11071122); 江苏省自然科学基金(BK2009397) |
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| 摘 要： | 广义纳什均衡是非合作博弈论中一个重要的概念,在经济学、管理科学、交通规划等领域有着广泛的应用.本文提出一种改进的自适应投影方法求解广义纳什均衡问题,并证明了新算法的全局收敛性.数值实验结果也表明新方法的可靠性和有效性.
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| 关 键 词： | 投影法 广义纳什均衡问题 拟变分不等式 余强制 |
An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems |
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| Li Xiaohuan,He Hongjin,Han Deren.An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems[J].Journal of Nanjing Normal University(Natural Science Edition),2011(2). |
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| Authors: | Li Xiaohuan He Hongjin Han Deren |
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| Institution: | Li Xiaohuan,He Hongjin,Han Deren(School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China) |
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| Abstract: | This paper presents an improved self-adaptive projection method for generalized Nash equilibrium problems,which can be found wide applications in economics,management sciences and traffic assignment,etc.The global convergence of the new method is established under the co-coercive assumption,and preliminary numerical results demonstrate the proposed method is reliable and efficient in practice. |
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| Keywords: | projection method generalized Nash equilibrium problem quasi-variational inequality co-coercive |
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