Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso
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Approximate variational inequalities and equilibria
Abstract We study relations between the solution sets of Variational Inequalities, Minty Variational Inequalities, Natural Map problems and Nash Equilibrium Problems. Moreover, motivated by the inherent relevance of inexactness both in modeling non-cooperative games and in algorithms for variational inequalities, we consider inexact versions of such problems and we establish relations to quantify how inexactness propagates from one problem to the other.
期刊介绍:
Computational Management Science (CMS) is an international journal focusing on all computational aspects of management science. These include theoretical and empirical analysis of computational models; computational statistics; analysis and applications of constrained, unconstrained, robust, stochastic and combinatorial optimisation algorithms; dynamic models, such as dynamic programming and decision trees; new search tools and algorithms for global optimisation, modelling, learning and forecasting; models and tools of knowledge acquisition.
The emphasis on computational paradigms is an intended feature of CMS, distinguishing it from more classical operations research journals.
Officially cited as: Comput Manag Sci