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arXiv · 2605.07173

Stability of Lagrangian Generalized Nash Equilibriums

Lixin Tang·Liwei Zhang
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Abstract

Lagrangian generalized Nash equilibriums (LGNEs) were introduced by Rockafellar (2024) for a class of generalized Nash equilibrium problems (GNEPs) in which each player's strategy is subject to conic constraints. This paper investigates the stability properties of the LGNE solution set, specifically focusing on the Aubin property, isolated calmness, and Lipschitz continuous single-valued localization. For general conically constrained GNEPs, characterizations of the Aubin property and isolated calmness of the LGNE solution mapping under canonical perturbations are established. These characterizations are formulated using the coderivative and graph derivative of normal cone mappings. Subsequently, these general results are specialized to GNEPs with equality and inequality constraints, yielding explicit characterizations for both the Lipschitz continuous single-valued localization and isolated calmness of the corresponding LGNE solution mapping, which are described by nonsingularity of linear complementarity sytems. For GNEPs with shared conic constraints, the Aubin property and isolated calmness of the consensus LGNE solution mapping--where identical Lagrange multipliers are assigned to the shared constraint--are first characterized. We further analyze the case when the conic constraints are specialized as equalities and inequalities. Finally, for classical conically constrained Nash equilibrium problems, the Aubin property and isolated calmness of the Lagrangian Nash equilibrium solution mapping are also analyzed.

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Lixin Tang, Liwei Zhang. 2026-05-08. Stability of Lagrangian Generalized Nash Equilibriums. https://arxiv.org/abs/2605.07173

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