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A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint

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Operations Research Proceedings 2017

Part of the book series: Operations Research Proceedings ((ORP))

Abstract

This paper studies the dynamic Nash equilibrium problem with shared constraint (NEPSC), a set of optimal control problems with coupled cost functionals and control sets. This problem is reformulated into a variational inequality (VI) posed in an Hilbert space, and a VI-based Galerkin method is proposed for solving its equilibrium solution.

This work was supported in part by the Fundamental Research Funds for the Central Universities (Grant No.14380011), by National Natural Science Foundation of China (Grant No.11571166), and by the Priority Academic Program Development of Jiangsu Higher Education Institutions.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Nanjing University, Nanjing, China

    Zhengyu Wang

  2. Department of Computer Science, Core Competence Center for Operations Research, Universität der Bundeswehr München, Munich, Germany

    Stefan Pickl

Authors
  1. Zhengyu Wang
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  2. Stefan Pickl
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Corresponding author

Correspondence to Zhengyu Wang .

Editor information

Editors and Affiliations

  1. Department of Information Systems, Freie Universität Berlin, Berlin, Germany

    Natalia Kliewer

  2. Management Science Group, Otto-von-Guericke Universität Magdeburg, Magdeburg, Germany

    Jan Fabian Ehmke

  3. Department of Mathematics, Freie Universität Berlin, Berlin, Germany

    Ralf Borndörfer

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Wang, Z., Pickl, S. (2018). A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint. In: Kliewer, N., Ehmke, J., Borndörfer, R. (eds) Operations Research Proceedings 2017. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-319-89920-6_82

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