Risk-neutral PDE-constrained generalized Nash equilibrium problems
From MaRDI portal
Recommendations
- Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion
- A PDE-constrained generalized Nash equilibrium problem with pointwise control and state constraints
- Generalized Nash equilibrium problems in Banach spaces: theory, Nikaido-Isoda-based path-following methods, and applications
- Rational Generalized Nash Equilibrium Problems
- Methods for solving generalized Nash equilibrium
Cites work
- A course in game theory.
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
- A PDE-constrained generalized Nash equilibrium problem with pointwise control and state constraints
- A POD framework to determine robust controls in PDE optimization
- A semismooth Newton method with analytical path-following for the H^1-projection onto the Gibbs simplex
- A Social Equilibrium Existence Theorem*
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- Analysis in Banach Spaces
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
- Cooperation and competition in multidisciplinary optimization
- Elliptic problems in nonsmooth domains
- Epi-regularization of risk measures
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Existence of an Equilibrium for a Competitive Economy
- Feasible and Noninterior Path‐Following in Constrained Minimization with Low Multiplier Regularity
- Functional analysis
- Generalized Nash equilibrium problems in Banach spaces: theory, Nikaido-Isoda-based path-following methods, and applications
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 3480894 (Why is no real title available?)
- scientific article; zbMATH DE number 3608593 (Why is no real title available?)
- scientific article; zbMATH DE number 1218462 (Why is no real title available?)
- scientific article; zbMATH DE number 1984113 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2208228 (Why is no real title available?)
- Inexact objective function evaluations in a trust-region algorithm for PDE-constrained optimization under uncertainty
- Infinite dimensional analysis. A hitchhiker's guide.
- Lectures on stochastic programming. Modeling and theory.
- Linear functional analysis. An application-oriented introduction. Translated from the 6th German edition by Robert Nürnberg
- Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
- Multicriterion aerodynamic shape design optimization and inverse problems using control theory and Nash games
- Multidisciplinary topology optimization solved as a Nash game
- Nash equilibria for the multiobjective control of linear partial differential equations
- Nash equilibria in noncooperative predator-prey games
- Non-cooperative games
- On quantitative stability in infinite-dimensional optimization under uncertainty
- On the treatment of distributed uncertainties in PDE-constrained optimization
- On the uniqueness of non-reducible multi-player control problems
- Optimal control with stochastic PDE constraints and uncertain controls
- Path-following Methods for a Class of Constrained Minimization Problems in Function Space
- Pointwise control of the Burgers equation and related Nash equilibrium problems: Computational approach
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Risk-averse optimal control of semilinear elliptic PDEs
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Semismooth Newton Methods for Operator Equations in Function Spaces
- Stochastic averaging of nonlinear flows in heterogeneous porous media
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- Stochastic optimal Robin boundary control problems of advection-dominated elliptic equations
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The length of the primal-dual path in Moreau-Yosida-based path-following methods for state constrained optimal control
- The multiplier-penalty method for generalized Nash equilibrium problems in Banach spaces
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- Uncertainty quantification for subsurface flow problems using coarse-scale models
- Variational Analysis in Sobolev andBVSpaces
- Weighted reduced basis method for stochastic optimal control problems with elliptic PDE constraint
Cited in
(7)- A PDE-constrained generalized Nash equilibrium problem with pointwise control and state constraints
- Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
- Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi)linear elliptic PDEs
This page was built for publication: Risk-neutral PDE-constrained generalized Nash equilibrium problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2693644)
