Piecewise affine parameterized value-function based bilevel non-cooperative games

DOI10.1007/S10107-018-1344-7MaRDI QIDQ2297641zbMATH OpenOpenAlexWikidataFDO

Authors Tianyu Hao, Jong-Shi Pang

Publication date 20 February 2020

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-018-1344-7

zbMATH Keywords

noncooperative gamesnetwork interdictionequilibrium solutionlinear complementaritytwo-level games

Mathematics Subject Classification ID

Nonlinear programming (90C30) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Hierarchical games (including Stackelberg games) (91A65)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• Computing B-stationary points of nonsmooth DC programs
• Equilibrium, uncertainty and risk in hydro-thermal electricity systems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
• Nash equilibria: the variational approach
• Non-cooperative games with minmax objectives
• Nonconvex games with side constraints
• On the pervasiveness of difference-convexity in optimization and statistics
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
• Solving multi-leader-common-follower games
• Two-stage non-cooperative games with risk-averse players

Cited in

(4)

• Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach
• Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
• Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
• A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions

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