Existence and Approximation of Robust Solutions of Variational Inequality Problems over Polytopes

DOI10.1137/S0363012996309344MaRDI QIDQ4252990zbMATH OpenOpenAlexFDO

Authors Gerard van der Laan, Zaifu Yang, Dolf Talman

Publication date 24 June 1999

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

Full work available at URL https://doi.org/10.1137/s0363012996309344

zbMATH Keywords

fixed pointsNash equilibriumpolytopesrobust stationary pointsimplicial algorithmstabilityvariational inequality problemWalrasian equilibrium

Mathematics Subject Classification ID

Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(7)

• Perturbed solutions of variational inequality problems over polyhedral sets
• Piecewise linear methods for nonlinear equations and optimization
• On a parameterized system of nonlinear equations with economic applications
• A differentiable path-following algorithm for computing perfect stationary points
• A continuum of solutions to variational inequality with nonlinear constraints: Existence and simplicial algorithm
• Variational inequality problems with a continuum of solutions: Existence and computation
• THE ROBUSTNESS OF EQUILIBRIA ON CONVEX SOLIDS

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