Fukushima Masao

Masao Fukushima

Information about the author Masao Fukushima will soon be added to the site.
Found 48 papers in total
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management
2013
We study a game model of multi‐leader and one‐follower in supply chain...
A globalized Newton method for the computation of normalized Nash equilibria
A globalized Newton method for the computation of normalized Nash equilibria
2013
The generalized Nash equilibrium is a Nash game, where not only the players’...
SDP reformulation for robust optimization problems based on nonconvex QP duality
SDP reformulation for robust optimization problems based on nonconvex QP duality
2013
In a real situation, optimization problems often involve uncertain parameters. Robust...
SOR‐ and Jacobi‐type iterative methods for solving l 1 - l 2 problems by way of Fenchel duality
SOR‐ and Jacobi‐type iterative methods for solving l 1 - l 2 problems by way of Fenchel duality
2012
We present an SOR‐type algorithm and a Jacobi‐type algorithm that can...
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
2012
Consider the N ‐person non‐cooperative game in which each player’s...
Variational Inequality Formulation of a Class of Multi‐Leader‐Follower Games
Variational Inequality Formulation of a Class of Multi‐Leader‐Follower Games
2011
The multi‐leader‐follower game can be looked on as a generalization of...
Pricing American options with uncertain volatility through stochastic linear complementarity models
Pricing American options with uncertain volatility through stochastic linear complementarity models
2011
We consider the problem of pricing American options with uncertain volatility and...
Restricted generalized Nash equilibria and controlled penalty algorithm
Restricted generalized Nash equilibria and controlled penalty algorithm
2011
The generalized Nash equilibrium problem (GNEP) is a generalization of the standard...
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
2011
We consider the generalized Nash equilibrium problem (GNEP), in which each...
Worst-case conditional value-at-risk with application to robust portfolio management
Worst-case conditional value-at-risk with application to robust portfolio management
2009
This paper considers the worst-case Conditional Value-at-Risk (CVaR) in the situation...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2005 paper)
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2005 paper)
2005
The noncooperative multi-leader-follower game can be formulated as a generalized Nash...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
2005
The noncooperative multi-leader-follower game can be formulated as a generalized Nash...
Quasi‐variational inequalities, generalized Nash equilibria, and multi‐leader‐follower games
Quasi‐variational inequalities, generalized Nash equilibria, and multi‐leader‐follower games
2005
The noncooperative multi‐leader‐follower game can be formulated as a...
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
2007
This paper presents a model for optimally designing a collateralized mortgage...
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
2007
To deal with the robust portfolio selection problem where only partial information on...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader–follower games
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader–follower games
2005
The noncooperative multi-leader–follower game can be formulated as a generalized...
Tabu Search directed by direct search methods for nonlinear global optimization
Tabu Search directed by direct search methods for nonlinear global optimization
2006
In recent years, there has been a great deal of interest in metaheuristics in the...
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
2006
Stackelberg games play an extremely important role in such fields as economics,...
Expected residual minimization method for stochastic linear complementarity problems
Expected residual minimization method for stochastic linear complementarity problems
2005
This paper presents a new formulation for the stochastic linear complementarity...
A modified relaxation scheme for mathematical programs with complementarity constraints
A modified relaxation scheme for mathematical programs with complementarity constraints
2005
In this paper, we consider a mathematical program with complementarity constraints. We...
A smoothing method for a mathematical program with P-matrix linear complementarity constraints
A smoothing method for a mathematical program with P-matrix linear complementarity constraints
2004
We consider a mathematical program whose constraints involve P-matrix linear...
On the hub-and-spoke model with arc capacity constraints
On the hub-and-spoke model with arc capacity constraints
2003
In this paper, we present a new formulation of one-stop capacitated hub-and-spoke...
A superlinearly convergent algorithm for the monotone nonlinear complementarity problem without uniqueness and nondegeneracy conditions
A superlinearly convergent algorithm for the monotone nonlinear complementarity problem without uniqueness and nondegeneracy conditions
2002
The purpose of this paper is to present an algorithm for solving the monotone...
Globally convergent Broyden-like methods for semismooth equations and applications to variational inequality problems, nonlinear complementarity problems and mixed complementarity problems
Globally convergent Broyden-like methods for semismooth equations and applications to variational inequality problems, nonlinear complementarity problems and mixed complementarity problems
2001
In this paper, we propose a general smoothing Broyden-like quasi-Newton method for...
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