近似变分不等式和均衡

IF 1.3 Q3 SOCIAL SCIENCES, MATHEMATICAL METHODS Computational Management Science Pub Date : 2023-09-25 DOI:10.1007/s10287-023-00476-w
Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso
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引用次数: 1

摘要

摘要研究了变分不等式、Minty变分不等式、自然映射问题和纳什均衡问题的解集之间的关系。此外,在非合作博弈建模和变分不等式算法中不精确性的内在相关性的激励下,我们考虑了此类问题的不精确性版本,并建立了量化不精确性如何从一个问题传播到另一个问题的关系。
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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.
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来源期刊
Computational Management Science
Computational Management Science SOCIAL SCIENCES, MATHEMATICAL METHODS-
CiteScore
1.90
自引率
11.10%
发文量
13
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
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