关于良定问题

本文应用有限理性模型M,对非线性问题的良定性进行了统一的研究,对最优化、多目标最优化、非合作博弈和广义博弈得到了一些新的良定性结果.     

有限理性模型及良定的进一步研究

对有限理性模型以及伪连续函数做进一步研究,对有限理性模型相关结论成立的某些条件进行了弱化,在理性函数为伪连续、甚至弱伪连续的情况下,证明了有限理性模型的相关结论依然成立.应用新假设探讨了良定性的问题,得到了在理性函数是下弱伪连续条件下广义良定性、广义Tykhonov良定性以及广义Hadamard良定性均成立的结论.     

不确定性下的一主多从博弈及其ε-平衡稳定性分析

本文对主从博弈以及不确定性等问题进行研究,建立了不确定性下的一主多从博弈模型,并利用极大值定理证明了该模型均衡点的存在性。对于不确定性下的一主多从博弈的均衡点问题建立了有限理性模型,进而得到其均衡点的稳定性,即结构稳定以及对ε-平衡是鲁棒的。     

有限理性与两层优化问题的通有良定性

本文定义两层优化问题中上层优化问题的有限理性函数.在非线性问题良定性框架下,使用上层优化问题的有限理性证明上层优化问题的通有良定性,即在Baire分类的意义下,大多数上层优化问题是Hadamard良定的和Tykhonov良定的.     

有限理性与广义向量变分不等式问题的良定性

利用非线性标量化的技巧定义了广义向量变分不等式问题的理性函数,利用有限理性模型对广义向量变分不等式问题引入了一种新的良定性,这种良定性统一了广义向量变分不等式问题的Levitin-Polyak良定性与Hadamard良定性,且进一步的给出了广义向量变分不等式问题的各种良定性的充分条件.     

有限理性下不确定性博弈均衡的稳定性

本文首先建立了有限理性下的不确定性博弈模型,然后通过构造理性函数,并研究其性质,得到该模型的NS均衡稳定性结果.进一步,我们建立了有限理性下的广义不确定性的广义博弈模型,采用类似的方法,同样获得其稳定性结论.     

主从博弈的轻微利他平衡点

针对一个领导者的主从博弈问题,研究轻微利他平衡点的存在性问题.首先,基于非合作博弈Nash均衡的概念,给出了主从博弈轻微利他Nash均衡的定义;然后,应用非线性问题稳定性理论,证明了平衡点的存在性.     

信息集广义多目标博弈弱Pareto-Nash平衡点的存在性和稳定性

首先把信息集的概念引入到多目标博弈, 建立了信息集广义多目标博弈模型, 并指出了信息集广义多目标博弈以广义多目标博弈、广义n人非合作博弈、一般n人非合作博弈为特例, 然后用Fan-Glicksberg不动点定理证明了信息集广义多目标博弈弱Pareto-Nash平衡点的存在性, 最后在本质解和强本质解的意义下, 分别研究了信息集广义多目标博弈弱Pareto-Nash平衡点的通有稳定性和强本质连通区的存在性.     

多主从博弈的轻微利他平衡点问题

基于经典非合作博弈的Nash平衡点问题,结合利他主义的思想,研究了多主从博弈的轻微利他平衡点问题.通过利用Fan-Glicksberg不动点定理,对两个领导者的多主从博弈在轻微利他情况下的平衡点存在性进行了讨论和研究.     

关于平衡问题的有限理性和良定性

本文首先建立了平衡问题的有限理性模型,证明了大多数的平衡问题在Baire分类意义下都是结构稳定的,对ε-平衡也是鲁棒的,然后利用有限理性模型,对平衡问题的良定性进行了统一的研究,得到了平衡问题良定的充分条件,最后给出了平衡问题良定的特征刻画.     

Equilibrium existence theorems for multi-leader-follower generalized multiobjective games in FC-spaces

In this paper, we introduce and study a class of multi-leader-follower generalized multiobjective games in FC-spaces where the number of leaders and followers may be finite or infinite and the objective functions of leaders and followers get their values in infinite-dimensional spaces. By using a Pareto equilibrium existence theorem of generalized constrained multiobjective games in FC-spaces due to author, some equilibrium existence theorems for the multi-leader-follower generalized multiobjective games are established in noncompact FC-spaces. These results improve and generalize some corresponding results in recent literatures.     

ON WELL-POSEDNESS OF THE MULTIOBJECTIVE GENERALIZED GAME

§1　IntroductionHadamard type well-posedness and Tikhonov type well-posedness are two main typesof concepts of well-posedness. At the beginning of last century,Hadamard firstintroduced the concept of well-posedness in study of optimal problem. Hadamard typewell-posedness of a problem means the continuous dependence of the solution on the dataof such problem. Later,Tikhonov introduced another concept of well-posedness.Tikhonov type well-posedness deals with the behavior ofa prescribed class …     

EQUILIBRIUM EXISTENCE FOR MULTI-LEADER-FOLLOWER GENERALIZED CONSTRAINED MULTIOBJECTIVE GAMES IN LOCALLY FC-UNIFORM SPACES

In this article,we introduce and study some new classes of multi-leader-follower generalized constrained multiobjective games in locally FC-uniform spaces where the number of leaders and followers may be finite or infinite and the objective functions of the followers obtain their values in infinite-dimensional spaces.Each leader has a constrained correspondence.By using a collective fixed point theorem in locally FC-uniform spaces due to author,some existence theorems of equilibrium points for the multi-leader-follower generalized constrained multiobjective games are established under nonconvex settings.These results generalize some corresponding results in recent literature.     

Variational Inequality Formulation of a Class of Multi-Leader-Follower Games

The multi-leader-follower game can be looked on as a generalization of the Nash equilibrium problem and the Stackelberg game, which contains several leaders and a number of followers. Recently, the multi-leader-follower game has been drawing more and more attention, for example, in electricity power markets. However, when we formulate a general multi-leader-follower game as a single-level game, it will give rise to a lot of problems, such as the lack of convexity and the failure of constraint qualifications. In this paper, to get rid of these difficulties, we focus on a class of multi-leader-follower games that satisfy some particular, but still reasonable assumptions, and show that these games can be formulated as ordinary Nash equilibrium problems, and then as variational inequalities. We establish some results on the existence and uniqueness of a leader-follower Nash equilibrium. We also present illustrative numerical examples from an electricity power market model.     

Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

The noncooperative multi-leader-follower game can be formulated as a generalized Nash equilibrium problem where each player solves a nonconvex mathematical program with equilibrium constraints. Two major deficiencies exist with such a formulation: One is that the resulting Nash equilibrium may not exist, due to the nonconvexity in each players problem; the other is that such a nonconvex Nash game is computationally intractable. In order to obtain a viable formulation that is amenable to practical solution, we introduce a class of remedial models for the multi-leader-follower game that can be formulated as generalized Nash games with convexified strategy sets. In turn, a game of the latter kind can be formulated as a quasi-variational inequality for whose solution we develop an iterative penalty method. We establish the convergence of the method, which involves solving a sequence of penalized variational inequalities, under a set of modest assumptions. We also discuss some oligopolistic competition models in electric power markets that lead to multi-leader-follower games.Jong-Shi Pang: The work of this authors research was partially supported by the National Science Foundation under grant CCR-0098013 and ECS-0080577 and by the Office of Naval Research under grant N00014-02-1-0286.Masao Fukushima: The work of this authors research was partially supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Culture and Sports of Japan.     

Equilibrium selection in multi-leader-follower games with vertical information

We consider two-stage multi-leader-follower games, called multi-leader-follower games with vertical information, where leaders in the first stage and followers in the second stage choose simultaneously an action, but those chosen by any leader are observed by only one “exclusive” follower. This partial unobservability leads to extensive form games that have no proper subgames but may have an infinity of Nash equilibria. So it is not possible to refine using the concept of subgame perfect Nash equilibrium and, moreover, the concept of weak perfect Bayesian equilibrium could be not useful since it does not prescribe limitations on the beliefs out of the equilibrium path. This has motivated the introduction of a selection concept for Nash equilibria based on a specific class of beliefs, called passive beliefs, that each follower has about the actions chosen by the leaders rivals of his own leader. In this paper, we illustrate the effectiveness of this concept and we investigate the existence of such a selection for significant classes of problems satisfying generalized concavity properties and conditions of minimal character on possibly discontinuous data.     

Potential games and well-posedness properties

The aim of this article is to study potential games which are a special class of games, in fact their properties are dictated by a single function called the potential function. We consider Tikhonov well-posedness and other well-posedness properties introduced by the authors in Margiocco et al. (Margiocco, M., Patrone, F. and Pusillo Chicco, L., 1997, A new approach to Tikhonov well–posedness for Nash equilibria. Optimization, 40, 385–400) Margiocco and Pusillo (Margiocco, M. and Pusillo, L., Value bounded approximations for Nash equilibria, Preprint, Submitted). We relate these properties with the Tikhonov well posedness of the potential function as maximum problem.     

Transmission problems for Maxwell's equations with weakly Lipschitz interfaces

We prove sufficient conditions on material constants, frequency and Lipschitz regularity of interface for well posedness of a generalized Maxwell transmission problem in finite energy norms. This is done by embedding Maxwell's equations in an elliptic Dirac equation, by constructing the natural trace space for the transmission problem and using Hodge decompositions for operators d and δ on weakly Lipschitz domains to prove stability. We also obtain results for boundary value problems and transmission problems for the Hodge–Dirac equation and prove spectral estimates for boundary singular integral operators related to double layer potentials. Copyright © 2005 John Wiley & Sons, Ltd.     

区间值合作对策的广义区间Shapley值

研究区间Shapley值通常对区间值合作对策的特征函数有较多约束,本文研究没有这些约束条件的区间值合作对策,以拓展区间Shapley值的适用范围。首先,本文指出广义H-差在减法与加法运算中存在的问题,进而提出了一种改进的广义H-差,称为扩展的广义H-差。然后,基于扩展的广义H-差,定义了区间值合作对策的广义区间Shapley值,并用区间有效性、区间对称性、区间哑元性和区间可加性等四条公理刻画了该广义区间Shapley值。同时,证明了该值的存在性与唯一性,而且得到了该值的一些性质。研究表明,任意的区间值合作对策的广义区间Shapley值都存在。最后,以算例说明该广义区间Shapley值的可行性与实用性。     

Unified Approaches to Well-Posedness with Some Applications

We present unified approaches to Hadamard and Tykhonov well-posedness. As applications, we deduce Tykhonov well- posedness for optimization problems, Nash equilibrium point problems and fixed point problems etc. Especially, by applying such approaches, we deal with the well- posedness as stated in (Lignola and Morgan (2000), Journal of Global Optimization 16, 57–67) in which Lignola and Morgan investigated directly and intensively Tykhonov types of well- posedness for optimization problems with constraints defined by variational inequalities, namely, generalized well- posedness and strong well- posedness. We give some sufficient conditions for Hadamard well- posedness of such problems and deduce relations between Hadamard type and Tykhonov type of well- posedness. Finally, as corollaries, we derive generalized well- posedness and strong well- posedness for these problems.