Continuity properties of \(\varepsilon\)-solutions for a generalized parametric saddle point problems and application to hierarchical games (Q1363545)

Let \(X\), \(Y_1\) and \(Y_2\) be three topological spaces and \(f\) be an extended real-valued function on \(X\times Y_1\times Y_2\). Given two multifunctions \(K_1:X\times Y_2\to Y_1\) and \(K_2: X\times Y_1\to Y_2\), for any \(x\in X\), the authors consider the following generalized parametric saddle point problem \(P(x)\): Find \((\overline y_1,\overline y_2)\in Y_1\times Y_2\) such that \(\overline y_1\in K_1(x,\overline y_2)\), \(\overline y_2\in K(x,\overline y_1)\), and \(f(x,\overline y_1,\overline y_2)= \inf_{y_1\in K_1(x,\overline y_2)} f(x, y_1,\overline y_2)= \sup_{y_2\in K_2(x,\overline y_1)}f(x,\overline y_1,y_2)\). Let \(S(x)\) be the set of solutions to \(P(x)\). Then, an \(\varepsilon\)-saddle point, an approximate solution to the problem \(P(x)\), is defined and continuity properties of the multifunction \(S(.,\varepsilon)\) defined by the approximate solutions are studied for \(\varepsilon\to 0\). Applications of the result so obtained to noncooperative games are discussed.