Article ID Journal Published Year Pages File Type
9662446 Computers & Mathematics with Applications 2005 11 Pages PDF
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)
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