Viscosity Solutions for Bilevel Problems with Nash Equilibrium Constraints

A regularization method for bilevel problems with lower level defined by Nash equilibria is considered and a concept of \viscosity solution" associated to such a regularization is introduced. Sufficient conditions for the existence of viscosity solutions are given and applications to optimistic and pessimistic bilevel optimization problems are presented.

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Year of publication:	2014-07-10
Authors:	Lignola, M. Beatrice ; Morgan, Jacqueline
Institutions:	Centro Studi di Economia e Finanza (CSEF)

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Extent:	application/pdf
Series:	CSEF Working Papers.
Type of publication:	Book / Working Paper
Notes:	Published in East Journal of Applied Mathematics, 2014, vol.88 (1), p. 15-34.
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011098709