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Bilevel decision via variational inequalities

Authors
Journal
Computers & Mathematics with Applications
0898-1221
Publisher
Elsevier
Publication Date
Volume
49
Identifiers
DOI: 10.1016/j.camwa.2004.05.014
Keywords
  • Bilevel Programming
  • Variational Inequality Problems
  • Stackelberg Problems
  • Mpec Problems
  • Group Decision-Making Problems
  • Reflexive Banach Spaces
  • Mean-Variance Portfolio Optimization
Disciplines
  • Computer Science
  • Mathematics

Abstract

Abstract In this paper, we introduce the group decision problems in a bilevel programming structure, and its corresponding optimization with equilibrium constraints (MPEC for short) problems. For these models, we establish new existence results, which extend some known results to infinite-dimensional space setting. We also establish the links between group decision problems in a bilevel programming structure and its corresponding MPEC problems in Banach spaces. An interesting example about the mean-variance portfolio optimization is given and the existence and uniqueness results for its corresponding MPEC problems are obtained.

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