Related papers: A note on quasi-equilibrium problems
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…
We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…
Problems in econometrics, insurance, reliability engineering, and statistics quite often rely on the assumption that certain functions are non-decreasing. To satisfy this requirement, researchers frequently model the underlying phenomena…
A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrained global optimization program and some bounds on the…
The ability to efficiently solve topology optimization problems is of great importance for many practical applications. Hence, there is a demand for efficient solution algorithms. In this paper, we propose novel quasi-Newton methods for…
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…
Our aim is to explain mathematical programs with equilibrium constraints (MPECs), motivate them through applications, present the main equivalent formulations of equilibrium constraints, and summarize the basic existence theory for optimal…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
In this paper, we introduce an abstract fuzzy economy (generalized fuzzy game) model with a countable space of actions and we study the existence of the fuzzy equilibrium. As applications, two types of results are obtained. The first ones…
Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…
In this paper we present some very recent results regarding existence, uniqueness, and multiplicity of solutions for quasilinear elliptic equations and systems, exhibiting both singular and convective reaction terms. The importance of…
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…
A necessary and sufficient set of conditions for a quasisymmetric magnetic field in the form of constraint equations is derived from first principles. Without any assumption regarding the magnetohydrodynamic (MHD) equilibrium of the plasma,…
We prove some basic properties of quasinearly subharmonic functions and quasinearly subharmonic functions in the narrow sense.
We provide a simple proof of the radial symmetry of any nonnegative minimizer for a general class of quasi-linear minimization problems.
In this paper, we show that if every consumer in an economy has a quasi-linear utility function, then the normalized equilibrium price is unique, and is locally stable with respect to the t\^atonnement process. Our study can be seen as that…