Between Pareto efficiency and Pareto ε-efficiency

By using an efficiency notion placed between Pareto efficiency and Pareto ε-efficiency it is shown that semi Archimedian ordered vector spaces and regular ordered locally convex spaces can be characterized by existence results concerning efficient points of this type for lower bounded sets. The technique developed in the paper allows us to obtain necessary and sufficient conditions for the existence of Pareto efficient points, too.     

Nash equilibrium based fairness

There are several approaches of sharing resources among users. There is a noncooperative approach wherein each user strives to maximize its own utility. The most common optimality notion is then the Nash equilibrium. Nash equilibria are generally Pareto inefficient. On the other hand, we consider a Nash equilibrium to be fair as it is defined in a context of fair competition without coalitions (such as cartels and syndicates). We show a general framework of systems wherein there exists a Pareto optimal allocation that is Pareto superior to an inefficient Nash equilibrium. We consider this Pareto optimum to be ??Nash equilibrium based fair.?? We further define a ??Nash proportionately fair?? Pareto optimum. We then provide conditions for the existence of a Pareto-optimal allocation that is, truly or most closely, proportional to a Nash equilibrium. As examples that fit in the above framework, we consider noncooperative flow-control problems in communication networks, for which we show the conditions on the existence of Nash-proportionately fair Pareto optimal allocations.     

On Pareto equilibria in vector-valued extensive form games

In this paper we investigate the existence of Pareto equilibria in vector-valued extensive form games. In particular we show that every vector-valued extensive form game with perfect information has at least one subgame perfect Pareto equilibrium in pure strategies. If one tries to prove this and develop a vector-valued backward induction procedure in analogy to the real-valued one, one sees that different effects may occur which thus have to be taken into account: First, suppose the deciding player at a nonterminal node makes a choice such that the equilibrium payoff vector of the subgame he would enter is undominated under the equilibrium payoff vectors of the other subgames he might enter. Then this choice need not to lead to a Pareto equilibrium. Second, suppose at a nonterminal node a chance move may arise. The combination of the Pareto equilibria of the subgames to give a strategy combination of the entire game need not be a Pareto equilibrium of the entire game.     

锥凸对称向量拟均衡问题解集的通有稳定性

在拓扑向量空间中,利用Ky Fan截口定理得到一个锥凸向量拟均衡问题弱Pareto解的存在性结果.作为该结果的应用,得到了一个对称向量拟均衡问题在支付映射为锥凸条件下弱Pareto解的存在性定理.该定理在较弱的条件下回答了Fu在文献[1]中提出的第二个问题,即在支付映射为锥凸且连续的条件下对称向量拟均衡问题的弱Pareto解是否存在.最后在赋范线性空间中研究了锥凸对称向量拟均衡问题弱Pareto解集的通有稳定性.     

MAJOR－EFFICIENT SOLUTIONS AND WEAKLY MAJOR－EFFICIENT SOLUTIONS OF MULTIOBJECTIVE PROGRAMMING

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On the existence of solutions to generalized quasi-equilibrium problems

In this paper, we apply new results on variational relation problems obtained by D. T. Luc (J Optim Theory Appl 138:65–76, 2008) to generalized quasi-equilibrium problems. Some sufficient conditions on the existence of its solutions of generalized quasi-equilibrium problems are shown. As special cases, we obtain several results on the existence of solutions of generalized Pareto and weak quasi-equilibrium problems concerning C-pseudomonotone multivalued mappings. We deduce also some results on the existence of solutions to generalized vector Pareto and weakly quasivariational inequality and vector Pareto quasi-optimization problems with multivalued mappings.     

On the existence of values for arbitration games

Two-person games in normal form are considered, where the players may use correlated strategies and where the problem arises, which Pareto optimal point in the payoff region to choose. We suppose that the players solve this problem with the aid of an arbitration function, which is continuous and profitable, and for which the inverse image of each Pareto point is a convex set. Then the existence of values and defensive ε-optimal strategies is discussed. Existence theorems are derived, using families of suitable dummy zero-sum games. The derived existence theorems contain all known existence results as special cases.     

Monotone trajectories of multivalued dynamical systems

Summary We prove existence of ? monotone trajectories ? for a class of discrete and continuous systems sufficiently general to include problems of some interest in economic and biological theory. We prove existence of critical points which are Pareto minima. We study stability properties of Pareto minima. Entrata in Redazione il 7 settembre 1976. Sponsored in part by ARO Grant DAHC04-74-60012, and NSF MCS75-21868.     

ɛ-Subdifferentials of Set-valued Maps and ɛ-Weak Pareto Optimality for Multiobjective Optimization

In this paper we consider vector optimization problems where objective and constraints are set-valued maps. Optimality conditions in terms of Lagrange-multipliers for an ɛ-weak Pareto minimal point are established in the general case and in the case with nearly subconvexlike data. A comparison with existing results is also given. Our method used a special scalarization function, introduced in optimization by Hiriart-Urruty. Necessary and sufficient conditions for the existence of an ɛ-weak Pareto minimal point are obtained. The relation between the set of all ɛ-weak Pareto minimal points and the set of all weak Pareto minimal points is established. The ɛ-subdifferential formula of the sum of two convex functions is also extended to set-valued maps via well known results of scalar optimization. This result is applied to obtain the Karush–Kuhn–Tucker necessary conditions, for ɛ-weak Pareto minimal points     

Pareto optima for total weighted completion time and maximum lateness on a single machine

We consider the single-machine bicriterion scheduling problem of enumerating the Pareto-optimal sequences with respect to the total weighted completion time and the maximum lateness objectives. We show that the master sequence concept originally introduced for 1|r_j|∑w_jU_j by Dauzère-Pérès and Sevaux is also applicable to our problem and a large number of other sequencing problems. Our unified development is based on exploiting common order-theoretic structures present in all these problems. We also show that the master sequence implies the existence of global dominance orders for these scheduling problems. These dominance results were incorporated into a new branch and bound algorithm, which was able to enumerate all the Pareto optima for over 90% of the 1440 randomly generated problems with up to n=50 jobs. The identification of each Pareto optimum implicitly requires the optimal solution of a strongly NP-hard problem. The instances solved had hundreds of these Pareto solutions and to the best of our knowledge, this is the first algorithm capable of completely enumerating all Pareto sequences within reasonable time and space for a scheduling problem with such a large number of Pareto optima.     

Saddle Points and Pareto Points in Multiple Objective Programming

In this paper relationships between Pareto points and saddle points are studied in convex and nonconvex multiple objective programming. The analysis is based on partitioning the index sets of objectives and constraints and splitting the original problem into subproblems having a special structure. The results are based on scalarizations of multiple objective programs and related linear and augmented Lagrangian functions. In the nonconvex case, a saddle point characterization of Pareto points is possible under assumptions that guarantee existence of Pareto points and stability conditions of single objective problems. Essentially, these conditions are not stronger than those in analogous results for single objective programming.This research was partially supported by ONR Grant N00014-97-1-784AMS Subject Classification: 90C29, 90C26     

Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation

In most multi-objective optimization problems we aim at selecting the most preferred among the generated Pareto optimal solutions (a subjective selection among objectively determined solutions). In this paper we consider the robustness of the selected Pareto optimal solution in relation to perturbations within weights of the objective functions. For this task we design an integrated approach that can be used in multi-objective discrete and continuous problems using a combination of Monte Carlo simulation and optimization. In the proposed method we introduce measures of robustness for Pareto optimal solutions. In this way we can compare them according to their robustness, introducing one more characteristic for the Pareto optimal solution quality. In addition, especially in multi-objective discrete problems, we can detect the most robust Pareto optimal solution among neighboring ones. A computational experiment is designed in order to illustrate the method and its advantages. It is noteworthy that the Augmented Weighted Tchebycheff proved to be much more reliable than the conventional weighted sum method in discrete problems, due to the existence of unsupported Pareto optimal solutions.     

Equivalence and existence of weak Pareto optima for multiobjective optimization problems with cone constraints

In this work, a differentiable multiobjective optimization problem with generalized cone constraints is considered, and the equivalence of weak Pareto solutions for the problem and for its η-approximated problem is established under suitable conditions. Two existence theorems for weak Pareto solutions for this kind of multiobjective optimization problem are proved by using a Karush–Kuhn–Tucker type optimality condition and the F-KKM theorem.     

Optimal risk-sharing under mutually singular beliefs

We focus on the situation in which agents might have mutually singular beliefs in a maxmin expected utility framework. We show the existence of an equilibrium under fairly general conditions. We further demonstrate that the characterization of Pareto optimal allocation is significantly different from the classical situation, where all beliefs are mutually equivalent for each agent. Absent aggregate uncertainty, we prove that with common beliefs among agents, any Pareto optimal allocation is a full insurance under the upper capacities for all agents. But the full insurance feature of all Pareto optimal allocations, if true, does not necessarily ensure common beliefs. Moreover, despite agents have sharing beliefs, a full insurance Pareto optimal allocation could be associated with intricate allocation form.     

Mathematical Programs with Vector Optimization Constraints

In this paper, we introduce mathematical programs with vector optimization constraints. For these problems, we establish two models in both the weak Pareto solution and Pareto solution setting. Some new existence results are obtained under rather weak conditions. We establish also equivalences between mathematical programs with vector optimization constraints and mathematical programs with vector variational inequality constraints.This research was partially supported by a grant from the National Science Council of the ROC. The authors thank the referees for helpful suggestions and comments.     

On Nash Equilibrium Strategy of Two-person Zero-sum Games with Trapezoidal Fuzzy Payoffs

In this paper, we investigate Nash equilibrium strategy of two-person zero-sum games with fuzzy payoffs. Based on fuzzy max order, Maeda and Cunlin constructed several models in symmetric triangular and asymmetric triangular fuzzy environment, respectively. We extended their models in trapezoidal fuzzy environment and proposed the existence of equilibrium strategies for these models. We also established the relation between Pareto Nash equilibrium strategy and parametric bi-matrix game. In addition, numerical examples are presented to find Pareto Nash equilibrium strategy and weak Pareto Nash equilibrium strategy from bi-matrix game.     

Distributed computation of Pareto solutions inn-player games

The problem of computing Pareto optimal solutions with distributed algorithms is considered inn-player games. We shall first formulate a new geometric problem for finding Pareto solutions. It involves solving joint tangents for the players' objective functions. This problem can then be solved with distributed iterative methods, and two such methods are presented. The principal results are related to the analysis of the geometric problem. We give conditions under which its solutions are Pareto optimal, characterize the solutions, and prove an existence theorem. There are two important reasons for the interest in distributed algorithms. First, they can carry computational advantages over centralized schemes. Second, they can be used in situations where the players do not know each others' objective functions.     

Comparison of two Pareto frontier approximations

A method for comparing two approximations to the multidimensional Pareto frontier in nonconvex nonlinear multicriteria optimization problems, namely, the inclusion functions method is described. A feature of the method is that Pareto frontier approximations are compared by computing and comparing inclusion functions that show which fraction of points of one Pareto frontier approximation is contained in the neighborhood of the Edgeworth-Pareto hull approximation for the other Pareto frontier.     

On two generalizations of Pareto minimality

In this paper we investigate two generalizations of the Pareto minimality concept: infimality and approximate minimality. It is shown that existence conditions for these optimality notions are much weaker and that they allow a more complete characterization via linear and nonlinear scalarization than Pareto minimality. We further study some relations between those optimality structures and apply the results to the image of a vector-valued mapping.The author is indebted to Professor J. Jahn for his encouragement and for helpful discussions, and to the anonymous referees for their suggestions.     

Topological pseudomonotonicity and vector equilibrium problems

In this paper, we introduce the topological pseudomonotonicity to vector valued bifunctions, and derive some existence results for vector equilibrium problems with the corresponding bifunctions topologically pseudomonotone. Some applications to vector variational inequalities and existence of Pareto optima are given.