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Risk-neutral PDE-constrained generalized Nash equilibrium problems

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Bibliographic Details
Main Authors: Deborah B., Gahururu, Michael, Hintermüller, Thomas M., Surowiec
Format: Book
Language:English
Published: Springer 2023
Subjects:
Nash equilibrium problems
random inputs
Online Access:https://link.springer.com/article/10.1007/s10107-022-01800-z
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7445
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spelling 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 8.887836

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