Summary
The paper deals with the application of a nonsmooth variant of the Newton method and a bundle method to the computation of Cournot-Nash, Walras and generalized (constrained) Nash equilibrium, respectively. In particular, conditions are examined ensuring the convergence.
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© 1996 Springer-Verlag Berlin Heidelberg
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Outrata, J.V. (1996). Nonsmooth Approaches in Computing of Equilibria. In: Kleinschmidt, P., Bachem, A., Derigs, U., Fischer, D., Leopold-Wildburger, U., Möhring, R. (eds) Operations Research Proceedings 1995. Operations Research Proceedings, vol 1995. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-80117-4_7
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DOI: https://doi.org/10.1007/978-3-642-80117-4_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60806-6
Online ISBN: 978-3-642-80117-4
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