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Volume 4, Issue 2, Article 28 |
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Generalized Quasi-Variational Inequalities and Duality
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Authors: |
Jacqueline Morgan, Maria Romaniello, |
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Keywords:
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Generalized quasi-variational inequality, Primal and dual problems, Generalized Kuhn-Tucker conditions, Banach space, Social Nash equilibrium, Subdifferential. |
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Date Received:
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18/11/02 |
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Date Accepted:
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04/02/03 |
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Subject Codes: |
65K10,49N15,91A10
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Editors: |
Alexander M. Rubinov (1940-2006), |
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Abstract: |
We present a scheme which associates to a generalized quasi-variational
inequality a dual problem and generalized Kuhn-Tucker conditions.
This scheme allows to solve the primal and the dual problems in the
spirit of the classical Lagrangian duality for constrained optimization
problems and extends, in non necessarily finite dimentional spaces, the
duality approach obtained by A. Auslender for generalized variational
inequalities. An application to social Nash equilibria is presented together
with some illustrative examples.
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