Lipschitz Continuity Results for a Class of Parametric Variational Inequalities and Applications to Network Games

Autor:	Mauro Passacantando, Fabio Raciti
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	parametric variational inequality Lipschitz continuity worst case error network games Nash equilibrium generalized Nash equilibrium Industrial engineering. Management engineering T55.4-60.8 Electronic computers. Computer science QA75.5-76.95
Zdroj:	Algorithms, Vol 16, Iss 10, p 458 (2023)
Druh dokumentu:	article
ISSN:	1999-4893
DOI:	10.3390/a16100458
Popis:	We consider a class of finite-dimensional variational inequalities where both the operator and the constraint set can depend on a parameter. Under suitable assumptions, we provide new estimates for the Lipschitz constant of the solution, which considerably improve previous ones. We then consider the problem of computing the mean value of the solution with respect to the parameter and, to this end, adapt an algorithm devised to approximate a Lipschitz function whose analytic expression is unknown, but can be evaluated in arbitrarily chosen sample points. Finally, we apply our results to a class of Nash equilibrium problems, and generalized Nash equilibrium problems on networks.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/b66a94b817db48aca6e2da69abd5de15 Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
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