Search Results - subject:"Mathematical program"

A Characterization of Stationary Nash Equilibria of Single Controller Constrained Stochastic Games

Singh, Vikas Vikram; Hemachandra, N. - In: International Game Theory Review (IGTR) 17 (2015) 02, pp. 1540018-1

a certain nonconvex mathematical program. If the constraints of player 2 do not depend on the strategies of player 1 …, then the mathematical program reduces to a quadratic program. The known linear programs for zero sum games of this class …

Persistent link: https://www.econbiz.de/10011279157

Solving implicit mathematical programs with fuzzy variational inequality constraints based on the method of centres with entropic regularization

Lan, Heng-you; Nieto, Juan J. - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 493-511

Persistent link: https://www.econbiz.de/10011538513

A characterization of stationary Nash equilibria of single controller constrained stochastic games

Vikas Vikram Singh; Hemachandra, N. - In: International game theory review 17 (2015) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10010528394

Global resolution of the support vector machine regression parameters selection problem with LPCC

Lee, Yu-Ching; Pang, Jong-Shi; Mitchell, John E. - In: EURO journal on computational optimization 3 (2015) 3, pp. 197-261

Persistent link: https://www.econbiz.de/10011379670

Optimal joint distance and time toll for cordon-based congestion pricing

Liu, Zhiyuan; Wang, Shuaian; Meng, Qiang - In: Transportation Research Part B: Methodological 69 (2014) C, pp. 81-97

mathematical program with equilibrium constraints (MPEC) is developed to formulate the optimal joint distance and time toll design …

Persistent link: https://www.econbiz.de/10011077953

Optimal Localization of Pressure Reducing Valves in Water Distribution Systems by a Reformulation Approach

Dai, Pham; Li, Pu - In: Water Resources Management 28 (2014) 10, pp. 3057-3074

, instead of directly solving the MINLP problem, we reformulate it to a mathematical program with complementarity constraints …

Persistent link: https://www.econbiz.de/10010794291

A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes

Vikas Vikram Singh; Hemachandra, N. - In: Operations research letters 42 (2014) 1, pp. 48-52

Persistent link: https://www.econbiz.de/10010259252

Relaxation approach for equilibrium problems with equilibrium constraints

Steffensen, Sonja; Bittner, Micha - In: Computers & operations research : and their … 41 (2014), pp. 333-345

Persistent link: https://www.econbiz.de/10010223302

A lifting method for generalized semi-infinite programs based on lower level Wolfe duality

Diehl, M.; Houska, B.; Stein, O.; Steuermann, P. - In: Computational Optimization and Applications 54 (2013) 1, pp. 189-210

This paper introduces novel numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization problems, and many fields of engineering...

Persistent link: https://www.econbiz.de/10010896529

If you build it, he will come: Anticipative power transmission planning

Pozo, David; Contreras, Javier; Sauma, Enzo - In: Energy Economics 36 (2013) C, pp. 135-146

Like in the film Field of Dreams, the sentence “if you build it, he will come” also applies in power systems. In this sense, if a transmission planner suggests building some lines in anticipation of generation capacity investments, then it can induce generation companies to invest in a more...

Persistent link: https://www.econbiz.de/10011039544