Viscosity Solutions for Bilevel Problems with Nash Equilibrium Constraints

M. Beatrice Lignola () and Jacqueline Morgan
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M. Beatrice Lignola: Università di Napoli Federico II

CSEF Working Papers from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy

Abstract: A regularization method for bilevel problems with lower level defined by Nash equilibria is considered and a concept of \viscosity solution" associated to such a regularization is introduced. Sufficient conditions for the existence of viscosity solutions are given and applications to optimistic and pessimistic bilevel optimization problems are presented.

Date: 2014-07-10, Revised 2014-10-02
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Published in East Journal of Applied Mathematics, 2014, vol.88 (1), p. 15-34.

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