In this paper, we studied a generalized Nash equilibrium problem where the constraint conditions were limited to a certain probability. The existence of an equilibrium solution for the vector-valued optimization problem was verified using Ky Fan's inequality and Lusin's theorem, considering the conditions of lower semi-continuity and concavity. Based on the study of the variational inequality method, we proposed a new algorithm to solve the problem. Furthermore, we analyzed the convergence of the algorithm. Finally, we applied the model to examine the economic benefits of digital currency issuance, corroborating the algorithm's effectiveness with a concrete numerical example.
Publications
- Article type
- Year
Article type
Year
Open Access
Research Article
Issue
AIMS Mathematics 2024, 9(9): 26035-26048
Published: 15 September 2024
Downloads:1
Total 1
京公网安备11010802044758号