A0975
Title: Hierarchical variational inequality problem and its algorithm for a noncooperative game theoretic equilibrium selection
Authors: Isao Yamada - Institute of Science Tokyo (Japan) [presenting]
Shota Matsuo - Institute of Science Tokyo (Japan)
Keita Kume - Institute of Science Tokyo (Japan)
Abstract: To achieve a fair equilibrium selection in a variational generalized Nash equilibrium problem (v-GNEP), a new equilibrium selection problem is proposed, named the upper-level v-GNEP. The proposed upper-level v-GNEP is formulated hierarchically as a v-GNEP defined over the solution set of the lower-level v-GNEP. An iterative algorithm is also presented of guaranteed convergence to a solution of the upper-level v-GNEP, based on the hybrid steepest descent method and a fixed point set characterization of the solution of the lower-level v-GNEP.
