Equilibrium selection for multi-portfolio optimization (Q2239878): Difference between revisions

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-Jacopo Maria Ricci
@@ Property / author: Jacopo Maria Ricci / rank @@
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+Jacopo Maria Ricci
@@ Property / author: Jacopo Maria Ricci / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2021.02.033
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@@ Property / OpenAlex ID @@
+W3129450051
@@ Property / OpenAlex ID: W3129450051 / rank @@
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@@ Property / cites work @@
+Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality
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+A new method for mean-variance portfolio optimization with cardinality constraints
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+Foundations of bilevel programming
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+Optimality Conditions for a Simple Convex Bilevel Programming Problem
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+On the solution of the KKT conditions of generalized Nash equilibrium problems
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+The semismooth Newton method for the solution of quasi-variational inequalities
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+Solving quasi-variational inequalities via their KKT conditions
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+Partial penalization for the solution of generalized Nash equilibrium problems
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks
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+Decomposition algorithms for generalized potential games
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+On the computation of all solutions of jointly convex generalized Nash equilibrium problems
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+Fairness and Efficiency in Multiportfolio Optimization
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+An explicit Tikhonov algorithm for nested variational inequalities
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+A bridge between bilevel programs and Nash games
@@ Property / cites work: A bridge between bilevel programs and Nash games / rank @@
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+Numerically tractable optimistic bilevel problems
@@ Property / cites work: Numerically tractable optimistic bilevel problems / rank @@
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+The Standard Pessimistic Bilevel Problem
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+A canonical duality approach for the solution of affine quasi-variational inequalities
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+Non-cooperative games
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+A First Order Method for Solving Convex Bilevel Optimization Problems
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+Computing All Solutions of Nash Equilibrium Problems with Discrete Strategy Sets
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+Algorithms for generalized potential games with mixed-integer variables
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+Computing equilibria of Cournot oligopoly models with mixed-integer quantities
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+On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
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+Inertial projection-type methods for solving quasi-variational inequalities in real Hilbert spaces
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+An inertial extrapolation method for convex simple bilevel optimization
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+Multi-Portfolio Optimization: A Potential Game Approach
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@@ links / mardi / name / links / mardi / name @@
+Publication:2239878