Multi-objective optimisation for solving cooperative continuous static games using Karush-Kuhn-Tucker conditions
by Hamiden Abd El-Wahed Khalifa; Pavan Kumar
International Journal of Operational Research (IJOR), Vol. 46, No. 1, 2023

Abstract: This paper introduces cooperative continuous static games (CCSG) with parameters in the cost functions of the players and in the right-hand side of the constraints. The CCSG is converted into the corresponding multi-objective nonlinear programming problem. The resulted nonlinear programming problem is converted into the single objective nonlinear programming problem through the use of the weighted sum method. A solution method for obtaining the stability set of the second kind without differentiability for the CCSG is presented using Karush-Kuhn-Tucker conditions. A numerical example is given for the illustration.

Online publication date: Thu, 26-Jan-2023

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