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The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient…

Optimization and Control · Mathematics 2007-12-04 Silvia Faggian

Wholesale electricity markets in many jurisdictions use a two-settlement structure: a day-ahead market for bulk power transactions and a real-time market for fine-grain supply-demand balancing. This paper explores trading demand response…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Deepan Muthirayan , Dileep Kalathil , Sen Li , Kameshwar Poolla , Pravin Varaiya

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

We establish a fixed point theorem for mappings of square matrices of all sizes which respect the matrix sizes and direct sums of matrices. The conclusions are stronger if such a mapping also respects matrix similarities, i.e., is a…

Functional Analysis · Mathematics 2012-10-22 Gulnara Abduvalieva , Dmitry S. Kaliuzhnyi-Verbovetskyi

Competition is a main tenet of economics, and the reason is that a perfectly competitive equilibrium is Pareto-efficient in the absence of externalities and public goods. Whether a product is selected in a market crucially relates to its…

Economics · Quantitative Finance 2015-12-09 Su Do Yi , Seung Ki Baek , Guillaume Chevereau , Eric Bertin

The aim of this paper in to introduce a large class of mappings, called {\it enriched Kannan mappings}, that includes all Kannan mappings and some nonexpansive mappings. We study the set of fixed points and prove a convergence theorem for…

Functional Analysis · Mathematics 2019-09-06 Vasile Berinde , Mădălina Păcurar

Vector equilibrium problems are a natural generalization to the context of partially ordered spaces of the Ky Fan inequality, where scalar bifunctions are replaced with vector bifunctions. In the present paper, the local geometry of the…

Optimization and Control · Mathematics 2023-01-27 Amos Uderzo

We continue the study of the performance for fixed-price mechanisms in the bilateral trade problem, and improve approximation ratios of welfare-optimal mechanisms in several settings. Specifically, in the case where only the buyer…

Computer Science and Game Theory · Computer Science 2023-03-29 Zhengyang Liu , Zeyu Ren , Zihe Wang

In this paper, we explore cooperative and competitive coupled obstacle systems, which, up to now, are new type obstacle systems and formed by coupling two equations belonging to classical obstacle problem. On one hand, applying the…

Analysis of PDEs · Mathematics 2024-09-16 Lili Du , Xu Tang , Cong Wang

The equilibrium problem defined by the Nikaid\^o-Isoda-Fan inequality contains a number of problems such as optimization, variational inequality, Kakutani fixed point, Nash equilibria, and others as special cases. This paper presents a…

Optimization and Control · Mathematics 2021-04-28 Le Dung Muu , Xuan Thanh Le

We study the conflict between two links in a multiple-input single-output interference channel. This setting is strictly competitive and can be related to perfectly competitive market models. In such models, general equilibrium theory is…

Computer Science and Game Theory · Computer Science 2015-05-30 Rami Mochaourab , Eduard A. Jorswieck

Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…

Optimization and Control · Mathematics 2025-06-27 Julio Deride , Johannes O. Royset

We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…

Optimization and Control · Mathematics 2020-05-26 Mircea Sofonea , Domingo A. Tarzia

We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…

Functional Analysis · Mathematics 2025-09-10 Babu G. V. R. , Alemayehu Negash , Sandhya M. L. , Meaza Bogale

We derive a system of fixed-point equations for the equilibrium transfers in a class of one-to-one matching models with linear transferable utility. We then show that, when the degree of substitution between alternatives is bounded from…

General Economics · Economics 2025-07-09 Esben Scrivers Andersen

We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…

Optimization and Control · Mathematics 2017-10-19 Achintya Kundu , Francis Bach , Chiranjib Bhattacharyya

Many interesting problems in the Internet industry can be framed as a two-sided marketplace problem. Examples include search applications and recommender systems showing people, jobs, movies, products, restaurants, etc. Incorporating…

Artificial Intelligence · Computer Science 2020-06-24 Kinjal Basu , Cyrus DiCiccio , Heloise Logan , Noureddine El Karoui