EXISTENCE RESULTS FOR GENERALIZED NASH EQUILIBRIUM PROBLEMS UNDER CONTINUITY-LIKE PROPERTIES OF SUBLEVEL SETS*

Abstract

A generalized Nash equilibrium problem corresponds to a noncooperative interaction between a finite set of players in which the cost function and the feasible set of each player depend on the decisions of the others. The classical existence result for generalized equilibria due to Arrow and Debreu requires continuity of the cost functions. In this work, we provide an existence of solutions transferring this hypothesis to a “continuity-like” condition over the sublevel sets of the aforementioned functions. Comparison with Reny’s approach for discontinuous games is also considered.

Más información

Título según WOS: EXISTENCE RESULTS FOR GENERALIZED NASH EQUILIBRIUM PROBLEMS UNDER CONTINUITY-LIKE PROPERTIES OF SUBLEVEL SETS*
Título según SCOPUS: EXISTENCE RESULTS FOR GENERALIZED NASH EQUILIBRIUM PROBLEMS UNDER CONTINUITY-LIKE PROPERTIES OF SUBLEVEL SETS∗
Título de la Revista: SIAM Journal on Optimization
Volumen: 31
Número: 4
Editorial: Society for Industrial and Applied Mathematics Publications
Fecha de publicación: 2021
Página final: 2806
Idioma: English
DOI:

10.1137/20M1353629

Notas: ISI, SCOPUS