HOẠT ĐỘNG TRONG TUẦN

A vector optimization approach to a generalized Cournot equilibrium model
Người báo cáo: Nguyễn Văn Quý

Thời gian: 14h00, thứ 3 ngày 10/03/2015

Địa điểm: Phòng 4 nhà A14 - Viện Toán học, 18 Hoàng Quốc Việt Cầu Giấy, Hà Nội

Tóm tắt:  We propose a vector optimization approach to linear Cournot oligopolistic market equilibrium models where the  strategy sets depend on each other.  We use scalarization technique to find a Pareto efficient solution to the model  by using a jointly constrained bilinear programming formulation. We then propose a decomposition branch-and-bound algorithm for globally solving the resulting bilinear problem. The subdivision takes place in one-dimensional intervalsthat enables solving the problem with relatively large sizes.Numerical experiments and results on randomly generated data show the efficiency  of the proposed algorithm.

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