广义纳什均衡问题

2023.08.03

投稿:龚惠英部门:理学院浏览次数:

活动信息

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

报告人 (Speaker):聂家旺 教授 (加州大学圣地亚哥分校)

报告时间:2023年8月2日(周三) 9:00

报告地点:校本部 F309

邀请人:周安娃

主办部门:理学院 数学系

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.