Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/308629 
Year of Publication: 
2023
Citation: 
[Journal:] Computational Optimization and Applications [ISSN:] 1573-2894 [Volume:] 86 [Issue:] 2 [Publisher:] Springer US [Place:] New York, NY [Year:] 2023 [Pages:] 491-519
Publisher: 
Springer US, New York, NY
Abstract: 
We present a branch-and-prune procedure for discrete Nash equilibrium problems with a convex description of each player's strategy set. The derived pruning criterion does not require player convexity, but only strict convexity of some player's objective function in a single variable. If satisfied, it prunes choices for this variable by stating activity of certain constraints. This results in a synchronous branching and pruning method. An algorithmic implementation and numerical tests are presented for randomly generated instances with convex polyhedral strategy sets and convex quadratic as well as non-convex quadratic objective functions.
Subjects: 
Nash equilibrium problem
Discrete game
Branch and bound
Branch and prune
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.