A Gradient-Type Method for the Equilibrium Programming Problem With Coupled Constraints
А. С. Антипин · Yugoslav journal of operations research · 2000
The equilibrium programming problem with coupled constraints is stated and known examples of game theory problems with coupled constraints are presented. A new notion of symmetric coupled constraints is offered and the means of symmetrization are discussed. A gradient- type method for solving the coupled constrained equilibrium problem is suggested and its convergence is investigated.