A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems
提出一种空间分支定界方法，用于计算连续有界非凸纳什均衡问题的所有ε-纳什均衡，并给出近似保证，能检测均衡不存在的情况。
This paper introduces a spatial branch-and-bound method for the computation of the set of all \varepsilon-Nash equilibria of continuous box-constrained nonconvex Nash equilibrium problems with an approximation guarantee. Thereby, the existence of \varepsilon-Nash equilibria is not assumed, but the algorithm is also able to detect their absence. We explain appropriate discarding and fathoming techniques, provide a termination proof for a prescribed approximation tolerance, and report our computational experience.