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On the Existence of Projected Solutions of Quasi-Variational Inequalities and Generalized Nash Equilibrium Problems

Author

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  • Didier Aussel

    (Université de Perpignan Via Domitia)

  • Asrifa Sultana

    (Indian Institute of Technology Madras)

  • Vellaichamy Vetrivel

    (Indian Institute of Technology Madras)

Abstract

A quasi-variational inequality is a variational inequality, in which the constraint set is depending on the variable. However, as shown by a motivating example in electricity market, the constraint map may not be a self-map, and then, there is usually no solution. Thus, we define the concept of projected solution and, based on a fixed point theorem, we establish some results on existence of projected solution for quasi-variational inequality problem in a finite-dimensional space where the constraint map is not necessarily self-map. As an application of our results, we obtain an existence theorem for quasi-optimization problems. Finally, we introduce the concept of projected Nash equilibrium and study the existence of such equilibrium for noncooperative games as another application.

Suggested Citation

  • Didier Aussel & Asrifa Sultana & Vellaichamy Vetrivel, 2016. "On the Existence of Projected Solutions of Quasi-Variational Inequalities and Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 818-837, September.
    • Handle: RePEc:spr:joptap:v:170:y:2016:i:3:d:10.1007_s10957-016-0951-9
    DOI: 10.1007/s10957-016-0951-9
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    References listed on IDEAS

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    1. Axel Dreves & Christian Kanzow & Oliver Stein, 2012. "Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems," Journal of Global Optimization, Springer, vol. 53(4), pages 587-614, August.
    2. D. Aussel & N. Hadjisavvas, 2004. "On Quasimonotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 121(2), pages 445-450, May.
    3. D. Aussel & J. Cotrina, 2013. "Quasimonotone Quasivariational Inequalities: Existence Results and Applications," Journal of Optimization Theory and Applications, Springer, vol. 158(3), pages 637-652, September.
    4. B. T. Kien & N. C. Wong & J. C. Yao, 2007. "On the Solution Existence of Generalized Quasivariational Inequalities with Discontinuous Multifunctions," Journal of Optimization Theory and Applications, Springer, vol. 135(3), pages 515-530, December.
    5. D. Aussel & J. Cotrina, 2013. "Stability of Quasimonotone Variational Inequality Under Sign-Continuity," Journal of Optimization Theory and Applications, Springer, vol. 158(3), pages 653-667, September.
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    Cited by:

    1. Marco Castellani & Massimiliano Giuli & Sara Latini, 2023. "Projected solutions for finite-dimensional quasiequilibrium problems," Computational Management Science, Springer, vol. 20(1), pages 1-14, December.
    2. Orestes Bueno & John Cotrina, 2021. "Existence of Projected Solutions for Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 344-362, October.
    3. John Cotrina & Javier Zúñiga, 2019. "Quasi-equilibrium problems with non-self constraint map," Journal of Global Optimization, Springer, vol. 75(1), pages 177-197, September.

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