Dali Zhang

Computation of Stochastic Nash Equilibrium via Variable Sample Distributed Methods

  • Ming Dong
  • Lizhi Wang
  • Dali Zhang
    • Categories Game Theory, Stochastic Programming Tags

    In this paper, we propose a variable sample distributed algorithm for the computation of stochastic Nash equilibrium in which the objective functions are replaced, at each iteration, by sample average approximations. We investigate the contraction mapping properties of the variable sample distributed algorithm and show that the accuracy of estimators yielded in the algorithms to … Read more

    A Bilevel Direct Search Method for Leader-Follower Optimization Problems and Applications

  • Gui-Hua Lin
  • Dali Zhang
    • Categories Game Theory, Other Topics, Stochastic Programming Tags , , , ,

    In the paper, we propose a bilevel direct search method for solving a type of leader-follower problems with each decision maker’s objective being a “black-box” function. First, we give a description for a leader-follower optimization problem. Then, we investigate a bilevel direct search method including two algorithms for combinatorially solving the upper and lower level … Read more