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A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems

Chieu, N. H.; Jeyakumar, Vaithilingam; Li, Guoyin - In: Operations research letters 45 (2017) 4, pp. 325-333

Persistent link: https://www.econbiz.de/10011740347

A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs

Jeyakumar, Vaithilingam; Li, Guoyin - In: Operations research letters 43 (2015) 4, pp. 405-410

Persistent link: https://www.econbiz.de/10011372404

Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity

Kong, Fook; Rustem, Berç - In: Journal of Global Optimization 57 (2013) 1, pp. 251-277

We provide motivations for the correlated equilibrium solution concept from the game-theoretic and optimization perspectives. We then propose an algorithm that computes <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\varepsilon}$$</EquationSource> </InlineEquation> -correlated equilibria with global-optimal (i.e., maximum) expected social welfare for normal form...</equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10010994047