Team optimization problems with Lipschitz continuous strategies

نویسندگان

  • Giorgio Gnecco
  • Marcello Sanguineti
چکیده

Sufficient conditions for the existence and Lipschitz continuity of optimal strategies for static team optimization problems are studied. Revised statements and proofs of some results appeared in the literature are presented. Their extensions are discussed. As an example of application, optimal production in a multidivisional firm is considered.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Lipschitz continuity of the solutions to team optimization problems revisited

Sufficient conditions for the existence and Lipschitz continuity of optimal strategies for static team optimization problems are studied. Revised statements and proofs of some results in “Kim K.H., Roush F.W., Team Theory. Ellis Horwood Limited Publishers, Chichester, UK, 1987” are presented. Keywords—Statistical information structure, team utility function, value of a team, Lipschitz continuity.

متن کامل

Non-Lipschitz Semi-Infinite Optimization Problems Involving Local Cone Approximation

In this paper we study the nonsmooth semi-infinite programming problem with inequality constraints. First, we consider the notions of local cone approximation $Lambda$ and $Lambda$-subdifferential. Then, we derive the Karush-Kuhn-Tucker optimality conditions under the Abadie and the Guignard constraint qualifications.

متن کامل

Gradient-based Ant Colony Optimization for Continuous Spaces

A novel version of Ant Colony Optimization (ACO) algorithms for solving continuous space problems is presented in this paper. The basic structure and concepts of the originally reported ACO are preserved and adaptation of the algorithm to the case of continuous space is implemented within the general framework. The stigmergic communication is simulated through considering certain direction vect...

متن کامل

Gradient-based Ant Colony Optimization for Continuous Spaces

A novel version of Ant Colony Optimization (ACO) algorithms for solving continuous space problems is presented in this paper. The basic structure and concepts of the originally reported ACO are preserved and adaptation of the algorithm to the case of continuous space is implemented within the general framework. The stigmergic communication is simulated through considering certain direction vect...

متن کامل

Optimality Conditions and Complexity for Non-Lipschitz Constrained Optimization Problems

In this paper, we consider a class of nonsmooth, nonconvex constrained optimization problems where the objective function may be not Lipschitz continuous and the feasible set is a general closed convex set. Using the theory of the generalized directional derivative and the Clarke tangent cone, we derive a first order necessary optimality condition for local minimizers of the problem, and define...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Optimization Letters

دوره 5  شماره 

صفحات  -

تاریخ انتشار 2011