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GENERALIZED NASH EQUILIBRIUM PROBLEMS - RECENT ADVANCES AND CHALLENGES

Generalized Nash equilibrium problems have become very important as a modeling tool during the last decades. The aim of this survey paper is twofold. It summarizes recent advances in the research on computational methods for generalized Nash equilibrium problems and points out current challenges. The focus of this survey is on algorithms and their convergence properties. Therefore, we also present reformulations of the generalized Nash equilibrium problem, results on error bounds and properties of the solution set of the equilibrium problems.

generalized Nash equilibrium problem; reformulation; algorithms; local and global convergence; error bounds; structural properties


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