Bilevel decision via variational inequalities

DOI10.1016/j.camwa.2004.05.014zbMath1077.90052OpenAlexW1968480319MaRDI QIDQ2387358

Jen-Chih Yao, Yeong-Cheng Liou

Publication date: 2 September 2005

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.05.014

zbMATH Keywords

Variational inequality problemsBilevel programmingMPEC problemsStackelberg problemsReflexive Banach spacesGroup decision-making problemsMean-variance portfolio optimization

Mathematics Subject Classification ID

Related Items (10)

Mathematical programs with vector optimization constraints ⋮ Multi-market portfolio optimization with conditional value at risk ⋮ A new system of generalized mixed quasivariational inclusions with relaxed cocoercive operators and applications ⋮ Existence and algorithms for bilevel generalized mixed equilibrium problems in Banach spaces ⋮ Bilevel generalized mixed equilibrium problems involving generalized mixed variational-like inequality problems in reflexive Banach spaces ⋮ A bi-level programming approach for global investment strategies with financial intermediation ⋮ Existence and algorithms for the bilevel new generalized mixed equilibrium problems in Banach spaces ⋮ A Cutting Plane Approach for Solving Linear Bilevel Programming Problems ⋮ Behavior of solution set for bilevel generalized mixed equilibrium problems in topological vector spaces ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Cites Work

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• Stochastic mathematical programs with equilibrium constraints
• Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
• On Positive Contractions In L p -Spaces
• Variational Inequalities with Generalized Monotone Operators
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