A quasi-variational inequality is proved in paracompact setting which generalizes the results of Zhou Chen andAubin. As applications, two existence theorems on the solutions of optimization problems and social equilib...A quasi-variational inequality is proved in paracompact setting which generalizes the results of Zhou Chen andAubin. As applications, two existence theorems on the solutions of optimization problems and social equilibria ofmetagames are showed which improve and extend the recent results of Kaczynski-Zeidan and Aubin.展开更多
In this paper, we study a generalized quasi-variational inequality (GQVI for short) with twomultivalued operators and two bifunctions in a Banach space setting. A coupling of the Tychonov fixedpoint principle and the ...In this paper, we study a generalized quasi-variational inequality (GQVI for short) with twomultivalued operators and two bifunctions in a Banach space setting. A coupling of the Tychonov fixedpoint principle and the Katutani-Ky Fan theorem for multivalued maps is employed to prove a new existencetheorem for the GQVI. We also study a nonlinear optimal control problem driven by the GQVI and givesufficient conditions ensuring the existence of an optimal control. Finally, we illustrate the applicability of thetheoretical results in the study of a complicated Oseen problem for non-Newtonian fluids with a nonmonotone andmultivalued slip boundary condition (i.e., a generalized friction constitutive law), a generalized leak boundarycondition, a unilateral contact condition of Signorini’s type and an implicit obstacle effect, in which themultivalued slip boundary condition is described by the generalized Clarke subgradient, and the leak boundarycondition is formulated by the convex subdifferential operator for a convex superpotential.展开更多
The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies...The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies chosen by all other players. This problem has been used to model various problems in applications. However, the convergent solution algorithms are extremely scare in the literature. In this paper, we present an incremental penalty method for the GNEP, and show that a solution of the GNEP can be found by solving a sequence of smooth NEPs. We then apply the semismooth Newton method with Armijo line search to solve latter problems and provide some results of numerical experiments to illustrate the proposed approach.展开更多
The stochastic variational inequality(SVI)provides a unified form of optimality con-ditions of stochastic optimization and stochastic games which have wide applications in science,engineering,economics and finance.In ...The stochastic variational inequality(SVI)provides a unified form of optimality con-ditions of stochastic optimization and stochastic games which have wide applications in science,engineering,economics and finance.In the recent two decades,one-stage SVI has been studied extensively and widely used in modeling equilibrium problems under uncertainty.Moreover,the recently proposed two-stage SVI and multistage SVI can be applied to the case when the decision makers want to make decisions at different stages in a stochastic environment.The two-stage SVI is a foundation of multistage SVI,which is to find a pair of“here-and-now”solution and“wait-and-see”solution.This paper provides a survey of recent developments in analysis,algorithms and applications of the two-stage SVI.展开更多
文摘A quasi-variational inequality is proved in paracompact setting which generalizes the results of Zhou Chen andAubin. As applications, two existence theorems on the solutions of optimization problems and social equilibria ofmetagames are showed which improve and extend the recent results of Kaczynski-Zeidan and Aubin.
基金The first author was supported by the Guangxi Natural Science Foundation of China(Grant No.2021GXNSFFA196004)National Natural Science Foundation of China(Grant No.12001478)+4 种基金Horizon 2020 of the European Union(Grant No.823731 CONMECH)National Science Center of Poland(Grant No.2017/25/N/ST1/00611)The second author was supported by National Science Foundation of USA(Grant No.DMS 1720067)The third author was supported by the National Science Center of Poland(Grant No.2021/41/B/ST1/01636)the Ministry of Science and Higher Education of Poland(Grant Nos.4004/GGPJII/H2020/2018/0 and 440328/PnH2/2019)。
文摘In this paper, we study a generalized quasi-variational inequality (GQVI for short) with twomultivalued operators and two bifunctions in a Banach space setting. A coupling of the Tychonov fixedpoint principle and the Katutani-Ky Fan theorem for multivalued maps is employed to prove a new existencetheorem for the GQVI. We also study a nonlinear optimal control problem driven by the GQVI and givesufficient conditions ensuring the existence of an optimal control. Finally, we illustrate the applicability of thetheoretical results in the study of a complicated Oseen problem for non-Newtonian fluids with a nonmonotone andmultivalued slip boundary condition (i.e., a generalized friction constitutive law), a generalized leak boundarycondition, a unilateral contact condition of Signorini’s type and an implicit obstacle effect, in which themultivalued slip boundary condition is described by the generalized Clarke subgradient, and the leak boundarycondition is formulated by the convex subdifferential operator for a convex superpotential.
文摘The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies chosen by all other players. This problem has been used to model various problems in applications. However, the convergent solution algorithms are extremely scare in the literature. In this paper, we present an incremental penalty method for the GNEP, and show that a solution of the GNEP can be found by solving a sequence of smooth NEPs. We then apply the semismooth Newton method with Armijo line search to solve latter problems and provide some results of numerical experiments to illustrate the proposed approach.
基金supported by Hong Kong Research Grant Council PolyU(No.153001/18P)supported by the National Natural Science Foundation of China(Nos.11871276 and 11571178).
文摘The stochastic variational inequality(SVI)provides a unified form of optimality con-ditions of stochastic optimization and stochastic games which have wide applications in science,engineering,economics and finance.In the recent two decades,one-stage SVI has been studied extensively and widely used in modeling equilibrium problems under uncertainty.Moreover,the recently proposed two-stage SVI and multistage SVI can be applied to the case when the decision makers want to make decisions at different stages in a stochastic environment.The two-stage SVI is a foundation of multistage SVI,which is to find a pair of“here-and-now”solution and“wait-and-see”solution.This paper provides a survey of recent developments in analysis,algorithms and applications of the two-stage SVI.
