Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/308629 
Erscheinungsjahr: 
2023
Quellenangabe: 
[Journal:] Computational Optimization and Applications [ISSN:] 1573-2894 [Volume:] 86 [Issue:] 2 [Publisher:] Springer US [Place:] New York, NY [Year:] 2023 [Pages:] 491-519
Verlag: 
Springer US, New York, NY
Zusammenfassung: 
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.
Schlagwörter: 
Nash equilibrium problem
Discrete game
Branch and bound
Branch and prune
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article
Dokumentversion: 
Published Version

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.