137. A branch-and-bound algorithm for nonconvex Nash equilibrium problems
Invited abstract in session TC-4: Global Optimization advances, stream Global optimization.
Tuesday, 14:00-16:00Room: B100/5013
Authors (first author is the speaker)
| 1. | Peter Kirst
|
| Wageningen University & Research | |
| 2. | Stefan Schwarze
|
| Institute of Operations Research, Karlsruhe Institute of Technology | |
| 3. | Oliver Stein
|
| Institute of Operations Research, Karlsruhe Institute of Technology |
Abstract
In this talk, a spatial branch-and-bound method for the computation of the set of all epsilon-Nash equilibria of continuous box-constrained nonconvex Nash equilibrium problems is presented. Thereby, the existence of epsilon-Nash equilibria is not assumed, but the algorithm is also able to detect their absence. We explain appropriate discarding and fathoming techniques. The proposed algorithm is proven to terminate with a prescribed approximation tolerance. Finally, we report our computational experience.
Keywords
- Computational game theory
- Global optimization
Status: accepted
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