A regularization method for bilevel problems with lower level defined by Nash equilibria is considered and a concept of “viscosity solution” associated to such a regularization is introduced. Sufficient conditions for the existence of viscosity solutions are given and applications to optimistic and pessimistic bilevel optimization problems are presented.
Viscosity Solutions for Bilevel Problems with Nash Equilibrium Constraints / Lignola, MARIA BEATRICE; Morgan, Jacqueline. - In: FAR EAST JOURNAL OF APPLIED MATHEMATICS. - ISSN 0972-0960. - 88:1(2014), pp. 15-34.
Viscosity Solutions for Bilevel Problems with Nash Equilibrium Constraints
LIGNOLA, MARIA BEATRICE;MORGAN, JACQUELINE
2014
Abstract
A regularization method for bilevel problems with lower level defined by Nash equilibria is considered and a concept of “viscosity solution” associated to such a regularization is introduced. Sufficient conditions for the existence of viscosity solutions are given and applications to optimistic and pessimistic bilevel optimization problems are presented.File in questo prodotto:
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