Seminar第2431讲 广义纳什均衡问题

创建时间:  2023/08/01  谭福平   浏览次数:   返回

报告题目 (Title):Generalized Nash Equilibrium Problems(广义纳什均衡问题)

报告人 (Speaker):聂家旺 (加州大学圣地亚哥分校)

报告时间:2023年08月 2 日(周三) 9:00

参会方式:线下(宝山校区F309)

邀请人:周安娃


报告摘要:We study generalized Nash equilibrium problems (GNEPs) that are given by polynomial or rational functions. Lagrange multiplier expressions and feasible extensions are introduced to compute generalized Nash equilibria (GNEs). We give a hierarchy of polynomial optimization relaxations to solve the GNEP. The Moment-SOS relaxations are applied to solve the rational optimization problems. Under some genericity assumptions, we show that the proposed hierarchy can compute a GNE if it exists or detect its nonexistence. Numerical experiments are given to show the efficiency of the proposed method.

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