On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
复制标题
具有线性耦合约束和混合整数变量的广义纳什均衡问题
DOI：
10.1080/02331934.2018.1545125
复制
发表时间：
2018
期刊：
影响因子：
2.2
通讯作者：
Simone Sagratella
中科院分区：
文献类型：
--
作者：
Simone Sagratella
定义并讨论了具有线性耦合约束和混合整数变量的广义纳什均衡问题解的不同枚举计算方法。对于混合整数对策，我们提出了基于价值函数的分支定界方法，以及利用优势概念进行有效切割的分支剪枝方法。在温和的假设条件下，我们证明了博弈的均衡集是有限的，并定义了一种计算整个博弈均衡集的枚举方法。结果表明，为了在混合整数对策的解集上做出一般均衡选择，我们可以适当地修改我们的分支剪枝方法。我们定义了一个经济学中的应用，它可以被建模为一个具有线性耦合约束和混合整数变量的纳什博弈，我们采用分支-剪枝方法来有效地求解它。
ABSTRACT 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 that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.
影响因子：
1.8
作者：
Axel Dreves;C. Kanzow;O. Stein
通讯作者：
Axel Dreves;C. Kanzow;O. Stein