数学学科Seminar第2718讲 多项式广义纳什均衡问题

创建时间:  2024/09/23  龚惠英   浏览次数:   返回

报告题目 (Title):Generalized Nash Equilibrium Problems of Polynomials(多项式广义纳什均衡问题)

报告人 (Speaker):唐新东(香港浸会大学)

报告时间 (Time):2024年09月25日(周三) 11:00-15:00

报告地点 (Place):#腾讯会议:712-500-110

邀请人(Inviter):周安娃

主办部门:金沙威尼斯欢乐娱人城数学系

报告摘要: We consider generalized Nash equilibrium problems (GNEPs) given by polynomial functions. Based on the Karush-Kuhn-Tucker optimality conditions, we formulate polynomial optimization problems for finding candidate solutions to GNEPs, using Lagrange multiplier expressions. Then, for nonconvex GNEPs, we introduce the feasible extensions to preclude KKT points that are not solutions to the GNEP. Following this sequel, we are able to find a GNE if there exists any, or detect the nonexistence of GNEs. We showed that our approach guarantees to solve the GNEP within finitely many steps under generic assumptions. Particularly, for GNEPs given by quasi-linear constraints, we proposed a new method for finding solutions using partial Lagrange multiplier expressions.

上一条:数学学科Seminar第2719讲 基于Spearman秩相关矩阵的高维因子建模中因子数量的稳健估计

下一条:数学学科Seminar第2717讲 孤子方程的特殊函数解与双线性方法


数学学科Seminar第2718讲 多项式广义纳什均衡问题

创建时间:  2024/09/23  龚惠英   浏览次数:   返回

报告题目 (Title):Generalized Nash Equilibrium Problems of Polynomials(多项式广义纳什均衡问题)

报告人 (Speaker):唐新东(香港浸会大学)

报告时间 (Time):2024年09月25日(周三) 11:00-15:00

报告地点 (Place):#腾讯会议:712-500-110

邀请人(Inviter):周安娃

主办部门:金沙威尼斯欢乐娱人城数学系

报告摘要: We consider generalized Nash equilibrium problems (GNEPs) given by polynomial functions. Based on the Karush-Kuhn-Tucker optimality conditions, we formulate polynomial optimization problems for finding candidate solutions to GNEPs, using Lagrange multiplier expressions. Then, for nonconvex GNEPs, we introduce the feasible extensions to preclude KKT points that are not solutions to the GNEP. Following this sequel, we are able to find a GNE if there exists any, or detect the nonexistence of GNEs. We showed that our approach guarantees to solve the GNEP within finitely many steps under generic assumptions. Particularly, for GNEPs given by quasi-linear constraints, we proposed a new method for finding solutions using partial Lagrange multiplier expressions.

上一条:数学学科Seminar第2719讲 基于Spearman秩相关矩阵的高维因子建模中因子数量的稳健估计

下一条:数学学科Seminar第2717讲 孤子方程的特殊函数解与双线性方法