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Approximate variational inequalities and equilibria

Author

Listed:
  • Giancarlo Bigi

    (University of Pisa)

  • Lorenzo Lampariello

    (Roma Tre University)

  • Simone Sagratella

    (Sapienza University of Rome)

  • Valerio Giuseppe Sasso

    (Sapienza University of Rome)

Abstract

We study relations between the solution sets of Variational Inequalities, Minty Variational Inequalities, Natural Map problems and Nash Equilibrium Problems. Moreover, motivated by the inherent relevance of inexactness both in modeling non-cooperative games and in algorithms for variational inequalities, we consider inexact versions of such problems and we establish relations to quantify how inexactness propagates from one problem to the other.

Suggested Citation

  • Giancarlo Bigi & Lorenzo Lampariello & Simone Sagratella & Valerio Giuseppe Sasso, 2023. "Approximate variational inequalities and equilibria," Computational Management Science, Springer, vol. 20(1), pages 1-16, December.
    • Handle: RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00476-w
    DOI: 10.1007/s10287-023-00476-w
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    References listed on IDEAS

    as
    1. Francisco Facchinei & Lorenzo Lampariello, 2011. "Partial penalization for the solution of generalized Nash equilibrium problems," Journal of Global Optimization, Springer, vol. 50(1), pages 39-57, May.
    2. Brânzei, R. & Morgan, J. & Scalzo, V. & Tijs, S.H., 2002. "Approximate Fixed Point Theorems in Banach Spaces with Applications in Game Theory," Discussion Paper 2002-17, Tilburg University, Center for Economic Research.
    3. Lorenzo Lampariello & Christoph Neumann & Jacopo M. Ricci & Simone Sagratella & Oliver Stein, 2020. "An explicit Tikhonov algorithm for nested variational inequalities," Computational Optimization and Applications, Springer, vol. 77(2), pages 335-350, November.
    4. Lampariello, Lorenzo & Neumann, Christoph & Ricci, Jacopo M. & Sagratella, Simone & Stein, Oliver, 2021. "Equilibrium selection for multi-portfolio optimization," European Journal of Operational Research, Elsevier, vol. 295(1), pages 363-373.
    5. Jacqueline Morgan, 2005. "Approximations and Well-Posedness in Multicriteria Games," Annals of Operations Research, Springer, vol. 137(1), pages 257-268, July.
    6. Lorenzo Lampariello & Gianluca Priori & Simone Sagratella, 2022. "On the solution of monotone nested variational inequalities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 96(3), pages 421-446, December.
    7. Simone Sagratella, 2017. "Algorithms for generalized potential games with mixed-integer variables," Computational Optimization and Applications, Springer, vol. 68(3), pages 689-717, December.
    8. Sang Nguyen & Clermont Dupuis, 1984. "An Efficient Method for Computing Traffic Equilibria in Networks with Asymmetric Transportation Costs," Transportation Science, INFORMS, vol. 18(2), pages 185-202, May.
    9. Simone Sagratella, 2017. "Computing equilibria of Cournot oligopoly models with mixed-integer quantities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 549-565, December.
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