New-invexity type conditions with applications to constrained dynamic games

New-invexity type conditions with applications to constrained dynamic games

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Article ID: iaor20042782
Country: Netherlands
Volume: 148
Issue: 1
Start Page Number: 48
End Page Number: 55
Publication Date: Jul 2003
Journal: European Journal of Operational Research
Authors: ,
Abstract:

Weaker invexity type properties are presented in the continuous case, and are then applied to develop duality results between a pair of symmetric dual variational problems. A constrained dynamic game is shown to be equivalent to this symmetric dual pair.

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