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The Second Order Optimalty Conditions for Nash Equilibrium Games

Author: ZhangXiaoJuan
Tutor: ZhangLiWei
School: Dalian University of Technology
Course: Operational Research and Cybernetics
Keywords: Classical Nash equilibria problems Generalized Nash equilibri order growth condition Quasi VI
CLC: O225
Type: Master's thesis
Year: 2009
Downloads: 70
Quote: 0
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Abstract


It is known that the non-cooperate multi-leader-follower games can be formulated as a player-convex generalized Nash equilibrium problem.Basing on the first orderoptimality conditions for Nash equilibrium problem,we proposed a second order necessary condition and a second order sufficient condition for the the generalized Nash equilibrium problemThe proposed conditions are then applied to derive the the second order necessary condition and the second order sufficient condition for the classical Nash equilibrium problem.The second-order optimality conditions on Nash equilibrium problemscan be used to demonstrate the convergence speed of the smoothing Newton methods.

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CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > Game theory ( game theory )
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