Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9662446 | Computers & Mathematics with Applications | 2005 | 11 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Yeong-Cheng Liou, Jen-Chih Yao,