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作者:ROBINSON, SM
摘要:We study a certain piecewise linear manifold, which we call the normal manifold, associated with a polyhedral convex set, and a family of continuous functions, called normal maps, that are induced on this manifold by continuous functions from R(n) to R(n). These normal maps occur frequently in optimization and equilibrium problems, and the subclass of normal maps induced by linear transformations plays a key role. Our main result is that the normal map induced by a linear transformation is a L...
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作者:NOWAK, AS; RAGHAVAN, TES
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要:The following theorem is proved: Every nonzero-sum discounted stochastic game in countably generated measurable state space with compact metric action spaces admits a stationary correlated equilibrium point with symmetric (public) information whenever the immediate rewards and transition densities are measurable with respect to the state variable and continuous with respect to joint actions.
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作者:HAN, SP; PANG, JS; RANGARAJ, N
作者单位:Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Bombay
摘要:This paper presents some globally convergent descent methods for solving systems of nonlinear equations defined by locally Lipschitzian functions. These methods resemble the well-known family of damped Newton and Gauss-Newton methods for solving systems of smooth equations; they generalize some recent Newton-like methods for solving B-differentiable equations which arise from various mathematical programs.