A multi-player game equilibrium problem based on stochastic variational inequalities

A multi-player game equilibrium problem based on stochastic variational inequalities

In this paper, we studied a generalized Nash equilibrium problem where the constraint conditions were limited to a certain probability. The existence of an equilibrium solution for the vector-valued optimization problem was verified using Ky Fan’s inequality and Lusin’s theorem, considering the cond...

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Published in:AIMS Mathematics
Main Author: Li C.; Zhang W.; Yang B.; Yee H.M.
Format: Article
Language:English
Published: American Institute of Mathematical Sciences 2024
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85203304551&doi=10.3934%2fmath.20241271&partnerID=40&md5=52703c740b7f6f203d8f2b093085e80a
id 2-s2.0-85203304551
spelling 2-s2.0-85203304551
Li C.; Zhang W.; Yang B.; Yee H.M.
A multi-player game equilibrium problem based on stochastic variational inequalities
2024
AIMS Mathematics
9
9
10.3934/math.20241271
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85203304551&doi=10.3934%2fmath.20241271&partnerID=40&md5=52703c740b7f6f203d8f2b093085e80a
In this paper, we studied a generalized Nash equilibrium problem where the constraint conditions were limited to a certain probability. The existence of an equilibrium solution for the vector-valued optimization problem was verified using Ky Fan’s inequality and Lusin’s theorem, considering the conditions of lower semi-continuity and concavity. Based on the study of the variational inequality method, we proposed a new algorithm to solve the problem. Furthermore, we analyzed the convergence of the algorithm. Finally, we applied the model to examine the economic benefits of digital currency issuance, corroborating the algorithm’s effectiveness with a concrete numerical example. © 2024, American Institute of Mathematical Sciences. All rights reserved.
American Institute of Mathematical Sciences
24736988
English
Article
All Open Access; Gold Open Access
author Li C.; Zhang W.; Yang B.; Yee H.M.
spellingShingle Li C.; Zhang W.; Yang B.; Yee H.M.
A multi-player game equilibrium problem based on stochastic variational inequalities
author_facet Li C.; Zhang W.; Yang B.; Yee H.M.
author_sort Li C.; Zhang W.; Yang B.; Yee H.M.
title A multi-player game equilibrium problem based on stochastic variational inequalities
title_short A multi-player game equilibrium problem based on stochastic variational inequalities
title_full A multi-player game equilibrium problem based on stochastic variational inequalities
title_fullStr A multi-player game equilibrium problem based on stochastic variational inequalities
title_full_unstemmed A multi-player game equilibrium problem based on stochastic variational inequalities
title_sort A multi-player game equilibrium problem based on stochastic variational inequalities
publishDate 2024
container_title AIMS Mathematics
container_volume 9
container_issue 9
doi_str_mv 10.3934/math.20241271
url https://www.scopus.com/inward/record.uri?eid=2-s2.0-85203304551&doi=10.3934%2fmath.20241271&partnerID=40&md5=52703c740b7f6f203d8f2b093085e80a
description In this paper, we studied a generalized Nash equilibrium problem where the constraint conditions were limited to a certain probability. The existence of an equilibrium solution for the vector-valued optimization problem was verified using Ky Fan’s inequality and Lusin’s theorem, considering the conditions of lower semi-continuity and concavity. Based on the study of the variational inequality method, we proposed a new algorithm to solve the problem. Furthermore, we analyzed the convergence of the algorithm. Finally, we applied the model to examine the economic benefits of digital currency issuance, corroborating the algorithm’s effectiveness with a concrete numerical example. © 2024, American Institute of Mathematical Sciences. All rights reserved.
publisher American Institute of Mathematical Sciences
issn 24736988
language English
format Article
accesstype All Open Access; Gold Open Access
record_format scopus
collection Scopus
_version_ 1812871795739459584

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