Risk-neutral PDE-constrained generalized Nash equilibrium problems
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s10107-022-01800-z https://dlib.phenikaa-uni.edu.vn/handle/PNK/7445 |
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oai:localhost:PNK-74452023-04-03T08:03:27Z Risk-neutral PDE-constrained generalized Nash equilibrium problems Deborah B., Gahururu Michael, Hintermüller Thomas M., Surowiec Nash equilibrium problems random inputs CC BY A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common linear elliptic partial differential equation with random inputs. In addition, each player’s actions are taken from a bounded, closed, and convex set on the individual strategies and a bound constraint on the common state variable. Existence of Nash equilibria and first-order optimality conditions are derived by exploiting higher integrability and regularity of the random field state variables and a specially tailored constraint qualification for GNEPs with the assumed structure. 2023-04-03T08:03:27Z 2023-04-03T08:03:27Z 2022 Book https://link.springer.com/article/10.1007/s10107-022-01800-z https://dlib.phenikaa-uni.edu.vn/handle/PNK/7445 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
Nash equilibrium problems random inputs |
| spellingShingle |
Nash equilibrium problems random inputs Deborah B., Gahururu Michael, Hintermüller Thomas M., Surowiec Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| description |
CC BY |
| format |
Book |
| author |
Deborah B., Gahururu Michael, Hintermüller Thomas M., Surowiec |
| author_facet |
Deborah B., Gahururu Michael, Hintermüller Thomas M., Surowiec |
| author_sort |
Deborah B., Gahururu |
| title |
Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| title_short |
Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| title_full |
Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| title_fullStr |
Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| title_full_unstemmed |
Risk-neutral PDE-constrained generalized Nash equilibrium problems |
| title_sort |
risk-neutral pde-constrained generalized nash equilibrium problems |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s10107-022-01800-z https://dlib.phenikaa-uni.edu.vn/handle/PNK/7445 |
| _version_ |
1762184304472883200 |
| score |
8.893527 |