Addressing hierarchical jointly convex generalized Nash equilibrium problems with nonsmooth payoffs

DOI10.1137/23M1574026MaRDI QIDQ7019450zbMATH OpenFDO

Authors Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso

Publication date 5 March 2025

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/11590/505377

zbMATH Keywords

complexity boundsgeneralized Nash equilibrium problemsgeneralized variational inequalityhierarchical programmingnumerical methods

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Numerical optimization and variational techniques (65K10) Numerical methods for variational inequalities and related problems (65K15) Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Game theory, economics, finance, and other social and behavioral sciences (91-XX) Hierarchical games (including Stackelberg games) (91A65)

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Cited in

(2)

• Hierarchical variational inequality problem for noncooperative game-theoretic selection of generalized Nash equilibrium
• Dynamic fista for convex composite bilevel optimization

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