On Non-Reducible Multi-Player Control Problems and their Numerical Computation
Optimization and Control
2018-11-09 v2
Abstract
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established convergence analysis we derive superlinear convergence for the associated Newton method and the equivalent active-set method. We also provide detailed finite element discretizations for both methods. Several numerical examples are presented to support the theoretical findings.
Keywords
Cite
@article{arxiv.1805.03009,
title = {On Non-Reducible Multi-Player Control Problems and their Numerical Computation},
author = {Veronika Karl and Frank Pörner},
journal= {arXiv preprint arXiv:1805.03009},
year = {2018}
}