论文标题
与联合约束的广义游戏问题分解的罚款方法
Decomposable Penalty Method for Generalized Game Problems with Joint Constraints
论文作者
论文摘要
我们考虑了玩家具有联合约束约束的非合作游戏问题的扩展。在这种情况下，普遍的平衡点的理由需要一种合理的机制来达到这种状态。我们建议将惩罚方法与右侧的共享分配结合在一起，该方法将初始问题替换为一系列常规的NASH平衡问题，以及上层级别的不平等现象作为主问题。我们显示了这些辅助性惩罚问题解决方案在弱强制性条件下的最初游戏问题解决方案的融合。
We consider an extension of a noncooperative game problem where players have joint binding constraints. In this case, justification of a generalized equilibrium point needs a reasonable mechanism for attaining this state. We suggest to combine a penalty method together with shares allocation of right-hand sides, which replaces the initial problem with a sequence of the usual Nash equilibrium problems together with an upper level variational inequality as a master problem. We show convergence of solutions of these auxiliary penalized problems to a solution of the initial game problem under weak coercivity conditions.
