Abstract
We consider nonlinear flow problems involving noncooperative agents, all active in the same network. To find Nash equilibria, we develop an algorithm that lends itself to decentralized computation and parallel processing. The algorithm, which proceeds in terms of iterative strategy adjustments, is, in essence, of subgradient type. One advantage of that type is the ease with which stochastic and nonsmooth data can be accommodated.
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This paper was written while the first author was visiting the Université de Perpignan. Support from Elf Petroleum, Université de Perpignan and NFR project Quantec 111039/410 is gratefully acknowledged.
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Flåm, S.D., Horvath, C. Network games; adaptations to Nash-Cournot equilibrium. Ann Oper Res 64, 179–195 (1996). https://doi.org/10.1007/BF02187645
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DOI: https://doi.org/10.1007/BF02187645