We consider a pessimistic two-stage model where a leader, according to its risk-averse proneness, solves a minSup problem with constraints defined by the generalized nash equilibria of a non-cooperative game and we introduce different types of approximate infimal values. We investigate their asymptotic behavior in the presence of perturbations and under suitable assumptions of minimal character.
Approximating Infimal Values of MinSup Problems with Generalized Nash Equilibrium Constraints / Lignola, MARIA BEATRICE; Morgan, Jacqueline. - (2014). (Intervento presentato al convegno 2nd Internation Conference on Variational analysis and Optimization tenutosi a Santiago del Cile nel 7-10 Gennaio 2014).
Approximating Infimal Values of MinSup Problems with Generalized Nash Equilibrium Constraints
LIGNOLA, MARIA BEATRICE;MORGAN, JACQUELINE
2014
Abstract
We consider a pessimistic two-stage model where a leader, according to its risk-averse proneness, solves a minSup problem with constraints defined by the generalized nash equilibria of a non-cooperative game and we introduce different types of approximate infimal values. We investigate their asymptotic behavior in the presence of perturbations and under suitable assumptions of minimal character.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
