Generalized Nash equilibrium problems with partial differential operators: Theory, algorithms, and risk aversion
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2654 | |
dc.contributor.author | Gahururu, Deborah | |
dc.contributor.author | Hintermüller, Michael | |
dc.contributor.author | Stengl, Steven-Marian | |
dc.contributor.author | Surowiec, Thomas M. | |
dc.date.accessioned | 2022-06-23T14:49:32Z | |
dc.date.available | 2022-06-23T14:49:32Z | |
dc.date.issued | 2019 | |
dc.description.abstract | PDE-constrained (generalized) Nash equilibrium problems (GNEPs) are considered in a deterministic setting as well as under uncertainty. This includes a study of deterministic GNEPs with nonlinear and/or multivalued operator equations as forward problems and PDE-constrained GNEPs with uncertain data. The deterministic nonlinear problems are analyzed using the theory of generalized convexity for set-valued operators, and a variational approximation approach is proposed. The stochastic setting includes a detailed overview of the recently developed theory and algorithms for risk-averse PDE-constrained optimization problems. These new results open the way to a rigorous study of stochastic PDE-constrained GNEPs. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9238 | |
dc.identifier.uri | https://doi.org/10.34657/8276 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2654 | |
dc.relation.issn | 2198-5855 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | |
dc.subject.other | Generalized Nash equilibrium problems | eng |
dc.subject.other | PDE-constrained optimization | eng |
dc.subject.other | L-convexity | eng |
dc.subject.other | set-valued analysis | eng |
dc.subject.other | fixed-point theory | eng |
dc.subject.other | risk averse optimization | eng |
dc.subject.other | coherent risk measures | eng |
dc.subject.other | stochastic optimization | eng |
dc.subject.other | method of multipliers | eng |
dc.title | Generalized Nash equilibrium problems with partial differential operators: Theory, algorithms, and risk aversion | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 30 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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