System of Vector Equilibrium Problems and Its Applications

In this paper, we introduce a system of vector equilibrium problems andprove the existence of a solution. As an application, we derive someexistence results for the system of vector variational inequalities. We alsoestablish some existence results for the system of vector optimizationproblems, which includes the Nash equilibrium problem as a special case.     

Weighted Variational Inequalities

In this paper, we introduce weighted variational inequalities over product of sets and system of weighted variational inequalities. It is noted that the weighted variational inequality problem over product of sets and the problem of system of weighted variational inequalities are equivalent. We give a relationship between system of weighted variational inequalities and systems of vector variational inequalities. We define several kinds of weighted monotonicities and establish several existence results for the solution of the above-mentioned problems under these weighted monotonicities. We introduce also the weighted generalized variational inequalities over product of sets, that is, weighted variational inequalities for multivalued maps and systems of weighted generalized variational inequalities. Extensions of weighted monotonicities for multivalued maps are also considered. The existence of a solution of weighted generalized variational inequalities over product of sets is also studied. The existence results for a solution of weighted generalized variational inequality problem give also the existence of solutions of systems of generalized vector variational inequalities. The first and third author express their thanks to the Department of Mathematical Sciences, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia for providing excellent research facilities. The authors are also grateful to the referees for comments and suggestions improving the final draft of this paper.     

Systems of generalized variational inequalities and their applications ∗

In this paper, we first introduce the system of generalized implicit variational inequalities and prove the existence of its solution. Then we derive existence results for systems of generalized variational and variational like inequalities and system of variational inequalities. As applications, we establish some existence results for a solution to the system of optimization problems which includes the Nash equilibrium problem as a special case     

On Minty variational principle for nonsmooth vector optimization problems with generalized approximate convexity

In this paper, we consider a nonsmooth vector optimization problem involving locally Lipschitz generalized approximate convex functions and find some relations between approximate convexity and generalized approximate convexity. We establish relationships between vector variational inequalities and nonsmooth vector optimization problem using the generalized approximate convexity as a tool.     

A Scalarization Approach for Vector Variational Inequalities with Applications

We consider an approach to convert vector variational inequalities into an equivalent scalar variational inequality problem with a set-valued cost mapping. Being based on this property, we give an equivalence result between weak and strong solutions of set-valued vector variational inequalities and suggest a new gap function for vector variational inequalities. Additional examples of applications in vector optimization, vector network equilibrium and vector migration equilibrium problems are also given Mathematics Subject Classification(2000). 49J40, 65K10, 90C29     

Existence results for Stampacchia and Minty type vector variational inequalities

In this article, we consider the general forms of Stampacchia and Minty type vector variational inequalities for bifunctions and establish the existence of their solutions in the setting of topological vector spaces. We extend these vector variational inequalities for set-valued maps and prove the existence of their solutions in the setting of Banach spaces as well as topological vector spaces. We point out that our vector variational inequalities extend and generalize several vector variational inequalities that appeared in the literature. As applications, we establish some existence results for a solution of the vector optimization problem by using Stampacchia and Minty type vector variational inequalities.     

随机平衡系统解的存在性

本文提出了一种新的随机平衡系统模型,它是平衡系统的随机化模型,而平衡系统模型本身是变分不等式系统的推广.我们给出了随机化平衡系统解的存在性结果.作为应用我们得到了随机变分不等式系统解的存在性结果.值得注意的是,我们还同时获得了经典Nash均衡的随机化结果.     

On system of generalized vector variational inequalities

In this paper, we introduce a new system of generalized vector variational inequalities with variable preference. This extends the model of system of generalized variational inequalities due to Pang and Konnov independently as well as system of vector equilibrium problems due to Ansari, Schaible and Yao. We establish existence of solutions to the new system under weaker conditions that include a new partial diagonally convexity and a weaker notion than continuity. As applications, we derive existence results for both systems of vector variational-like inequalities and vector optimization problems with variable preference.     

Gap Functions and Existence of Solutions to Set-Valued Vector Variational Inequalities

The variational inequality problem with set-valued mappings is very useful in economics and nonsmooth optimization. In this paper, we study the existence of solutions and the formulation of solution methods for vector variational inequalities (VVI) with set-valued mappings. We introduce gap functions and establish necessary and sufficient conditions for the existence of a solution of the VVI. It is shown that the optimization problem formulated by using gap functions can be transformed into a semi-infinite programming problem. We investigate also the existence of a solution for the generalized VVI with a set-valued mapping by virtue of the existence of a solution of the VVI with a single-valued function and a continuous selection theorem.     

The System of Vector Quasi-Equilibrium Problems with Applications

In this paper, we consider the system of vector quasi-equilibrium problems with or without involving -condensing maps and prove the existence of its solution. Consequently, we get existence results for a solution to the system of vector quasi-variational-like inequalities. We also prove the equivalence between the system of vector quasi-variational-like inequalities and the Debreu type equilibrium problem for vector-valued functions. As an application, we derive some existence results for a solution to the Debreu type equilibrium problem for vector-valued functions.     

Infinite Player Noncooperative Games with Vector Payoffs Under Relative Pseudomonotonicity

In this paper we consider the Nash equilibrium problem for infinite player games with vector payoffs in a topological vector space setting. By employing new concepts of relative (pseudo)monotonicity, we establish several existence results of solutions for usual and normalized vector equilibria. The results strengthen existence results for vector equilibrium problems, which were based on classical pseudomonotonicity concepts. They also extend previous results for vector variational inequalities and finite player games under relative (pseudo)monotonicity.     

Lexicographic variational inequalities with applications

In this article, we consider equivalence properties between various kinds of lexicographic variational inequalities. By employing various concepts of monotonicity, we show that the usual sequential variational inequality is equivalent to the direct lexicographic variational inequality or to the dual lexicographic variational inequality. We establish several existence results for lexicographic variational inequalities. Also, we introduce the lexicographic complementarity problem and establish its equivalence with the lexicographic variational inequality. We illustrate our approach by several examples of applications to vector transportation and vector spatial equilibrium problems.     

Vector Variational Inequality and Vector Pseudolinear Optimization

The study of a vector variational inequality has been advanced because it has many applications in vector optimization problems and vector equilibrium flows. In this paper, we discuss relations between a solution of a vector variational inequality and a Pareto solution or a properly efficient solution of a vector optimization problem. We show that a vector variational inequality is a necessary and sufficient optimality condition for an efficient solution of the vector pseudolinear optimization problem.     

The system of generalized vector equilibrium problems with applications

In this paper, we introduce the system of generalized vector equilibrium problems which includes as special cases the system of generalized implicit vector variational inequality problems, the system of generalized vector variational and variational-like inequality problems and the system of vector equilibrium problems. By using a maximal element theorem, we establish existence results for a solution of these systems. As an application, we derive existence results for a solution of a more general Nash equilibrium problem for vector-valued functions.     

一类积集上的广义向量变分不等式

研究一类积集上具某种权向量的广义向量变分不等式组及其广义向量变分不等式的有关问题,刻画它们之间解的相互关系.在映射的次连续性和关于某向量广义单调性的条件下,利用集值映射的不动点定理,对所讨论的几种类型的广义向量变分不等式给出解的存在性.     

Weighted variational inequalities in normed spaces

In this article, we consider weighted variational inequalities over a product of sets and a system of weighted variational inequalities in normed spaces. We extend most results established in Ansari, Q.H., Khan, Z. and Siddiqi, A.H., (Weighted variational inequalities, Journal of Optimization Theory and Applications, 127(2005), pp. 263–283), from Euclidean spaces ordered by their respective non-negative orthants to normed spaces ordered by their respective non-trivial closed convex cones with non-empty interiors.     

Generalized Vector Variational Inequalities

In this paper, we introduce a generalized vector variational inequality problem (GVVIP) which extends and unifies vector variational inequalities as well as classical variational inequalities in the literature. The concepts of generalized C-pseudomonotone and generalized hemicontinuous operators are introduced. Some existence results for GVVIP are obtained with the assumptions of generalized C-pseudomonotonicity and generalized hemicontinuity. These results appear to be new and interesting. New existence results of the classical variational inequality are also obtained.     

Generalized Vector Variational Inequalities over Countable Product of Sets

In this paper, we consider vector variational inequalities with set-valued mappings over countable product sets in a real Banach space setting. By employing concepts of relative pseudomonotonicity, we establish several existence results for generalized vector variational inequalities and for systems of generalized vector variational inequalities. These results strengthen previous existence results which were based on the usual monotonicity type assumptions     

A system of variational inequalities arising from finite expiry Russian option with two regimes

In this paper we consider a system of variational inequalities arising from the value of finite expiry Russian option with two regimes. We achieve the existence and uniqueness of the solution to the problem. Moreover, we show that the free boundaries are infinitely differentiable and monotonic with respect to time and some parameters in this system, as well as the mutual relationship between the solutions in two regimes. Moreover, we establish the bound of the free boundaries and analyze their property as time converges to infinite. Copyright © 2009 John Wiley & Sons, Ltd.     

Existence theorems via duality for equilibrium problems with trifunctions

We present an existence result for an equilibrium problem formulated with trifunctions, which is motivated by variational inequalities governed by quasimonotone operators. To prove the existence result, we define the dual problem, and some monotonicity notions for trifunctions. From the main result follow, among others, the Browder–Minty theorem for variational inequalities and Ky Fan’s Minimax theorem. Some applications for mixed equilibrium problems and variational inequalities are given.