Solving a Class of Generalized Nash Equilibrium Problems
Received:March 11, 2012  Revised:April 12, 2013
Key Word: generalized Nash equilibrium problem   normalized equilibrium   normalized stationarity   separability.  
Fund ProjectL:Supported by the National Natural Science Foundation of China (Grant No.11071028)
Author NameAffiliation
Peiyu LI School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Guihua LIN School of Management, Shanghai University, Shanghai 200444, P. R. China 
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      Generalized Nash equilibrium problem (GNEP) is an important model that has many applications in practice. However, a GNEP usually has multiple or even infinitely many Nash equilibrium points and it is not easy to choose a favorable solution from those equilibria. This paper considers a class of GNEP with some kind of separability. We first extend the so-called normalized equilibrium concept to the stationarity sense and then, we propose an approach to solve the normalized stationary points by reformulating the GNEP as a single optimization problem. We further demonstrate the proposed approach on a GNEP model in similar product markets.
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