Sensitivity analysis for equilibrium problems and applications to optimal control problems
Year: 2025
Type: article
Abstract: In this paper, we consider parametric set-valued equilibrium problems in normed spaces. By employing the direct approach based on generalized convexity and monotonicity assumptions, we establish Hölder/Lipschitz conditions for both exact and approximate efficient solutions of the reference problems. We demonstrate that with this approach, the commonly required additional conditions of indirect methods, such as scalarization methods, as seen in existing works, can be avoided. Utilizing the proposed approach and techniques, we also derive Lipschitz conditions for two optimal control models in biology and economics: one describing the interaction between a predator and its prey, and another addressing the balance between holding cash and investing.
DOI: 10.3934/eect.2025030
Institutions: Tay Do University, Can Tho University, Walailak University
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4408998612