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Title: Risk-neutral PDE-constrained generalized Nash equilibrium problems
Authors: Deborah B., Gahururu
Michael, Hintermüller
Thomas M., Surowiec
Issue Date: 2022
Publisher: Springer
Abstract: A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common linear elliptic partial differential equation with random inputs. In addition, each player’s actions are taken from a bounded, closed, and convex set on the individual strategies and a bound constraint on the common state variable. Existence of Nash equilibria and first-order optimality conditions are derived by exploiting higher integrability and regularity of the random field state variables and a specially tailored constraint qualification for GNEPs with the assumed structure.
Description: CC BY
Gov't Doc #: https://link.springer.com/article/10.1007/s10107-022-01800-z
URI: https://dlib.phenikaa-uni.edu.vn/handle/PNK/7445
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