Search Results - subject:"Equilibrium problems"

A bilevel approach to ESG multi-portfolio selection

Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide - In: Computational management science 20 (2023) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014393335

Γ-robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International transactions in operational research : a … 29 (2022) 1, pp. 417-441

Persistent link: https://www.econbiz.de/10012630758

Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International Transactions in Operational Research 29 (2021) 1, pp. 417-441

We study uncertain linear complementarity problems (LCPs), that is, problems in which the LCP vector q or the LCP matrix M may contain uncertain parameters. To this end, we use the concept of Γ‐robust optimization applied to the gap function formulation of the LCP. Thus, this work builds upon...

Persistent link: https://www.econbiz.de/10014485854

On Noncooperative Games, Minimax Theorems and Equilibrium Problems

Frenk, Frenk, J.B.G.; Kassay, G. - Erasmus Research Institute of Management (ERIM), … - 2006

In this chapter we give an overview on the theory of noncooperative games. In the first part we consider in detail for zero-sum (and constant-sum) noncooperative games under which necessary and sufficient conditions on the payoff function and different (extended) strategy sets for both players...

Persistent link: https://www.econbiz.de/10010731012

On Noncooperative Games, Minimax Theorems and Equilibrium Problems

Frenk, J.B.G.; Kassay, G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006

On Noncooperative Games, Minimax Theorems and Equilibrium Problems J.B.G. Frenk and G. Kassay …. Free Keywords Non-Cooperative Game Theory, Minimax Theorems, Nash Equilibrium Point, KKM Lemma, Equilibrium Problems … Classification scheme (ICS), ICS Webpage On Noncooperative Games, Minimax Theorems and Equilibrium Problems J.B.G.Frenk and G …

Persistent link: https://www.econbiz.de/10005288823

A SNCP Method for Solving Equilibrium Problems with Equilibrium Constraints

Su, Che-Lin - Society for Computational Economics - SCE - 2005

This paper studies algorithms for equilibrium problems with equilibrium constraints (EPECs). We present a …

Persistent link: https://www.econbiz.de/10005132675

Equilibrium Constrained Optimization Problems

Birbil, Birbil, S.I.; Bouza, G.; Frenk, Frenk, J.B.G.; … - Erasmus Research Institute of Management (ERIM), … - 2003

We consider equilibrium constrained optimization problems, which have a general formulationthat encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated K K M lemma, we...

Persistent link: https://www.econbiz.de/10010837543

Equilibrium Constrained Optimization Problems

Birbil, Birbil, S.I.; Bouza, G.; Frenk, Frenk, J.B.G.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2003

Persistent link: https://www.econbiz.de/10010837800

Equilibrium Constrained Optimization Problems

Birbil, S.I.; Bouza, G.; Frenk, J.B.G.; Still, G.J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2003

programmering, evenwichten. Free keywords equilibrium problems, existence, mathematical programs with equilibrium constraints … particular ECOP, for which all the functions are assumed to be linear. KEYWORDS. equilibrium problems, existence, mathematical …

Persistent link: https://www.econbiz.de/10005209574