Extended mathematical programming (EMP) framework for equilibrium programming: This page introduces an extended mathematical programming (EMP) framework for equilibrium programming in modeling languages such as AMPL, GAMS, or Julia. By equilibrium programming, we mean specifying and solving generalized Nash equilibrium problems (GNEP), multiple optimization problems with equilibrium constraints (MOPEC), or quasi-variational inequalities (QVI) in modeling languages.
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References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Borges, Pedro; Sagastizábal, Claudia; Solodov, Mikhail: Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games (2021)
- Guo, Shaoyan; Xu, Huifu; Zhang, Liwei: Existence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces (2021)
- Kim, Youngdae; Ferris, Michael C.: Solving equilibrium problems using extended mathematical programming (2019)