On Non-Reducible Multi-Player Control Problems and their Numerical Computation

Veronika Karl; Frank Pörner

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arXiv · 1805.03009

On Non-Reducible Multi-Player Control Problems and their Numerical Computation

Veronika Karl·Frank Pörner

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Abstract

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established convergence analysis we derive superlinear convergence for the associated Newton method and the equivalent active-set method. We also provide detailed finite element discretizations for both methods. Several numerical examples are presented to support the theoretical findings.

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BibTeX RIS

Veronika Karl, Frank Pörner. 2018-05-08. On Non-Reducible Multi-Player Control Problems and their Numerical Computation. https://arxiv.org/abs/1805.03009

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