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一种改进的自适应投影法解广义纳什均衡问题

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Keywords: 投影法,广义纳什均衡问题,拟变分不等式,余强制

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Abstract:

广义纳什均衡是非合作博弈论中一个重要的概念,在经济学、管理科学、交通规划等领域有着广泛的应用.本文提出一种改进的自适应投影方法求解广义纳什均衡问题,并证明了新算法的全局收敛性.数值实验结果也表明新方法的可靠性和有效性.

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