In this paper, we present a cybersecurity investment supply chain model with nonlinear budget constraints and fixed demands, which gives a generalized Nash equilibrium model. We define the related variational equilibrium and study the associated projected dynamic system (PDS), establishing the relationship between the solutions to the variational inequality and the stationary points of the PDS. Then, we propose a computational procedure to find such stationary points and, finally, some numerical examples illustrate the obtained results.

A projected dynamic system associated with a cybersecurity investment model with budget constraints and fixed demands

Colajanni G.;Daniele P.;Sciacca D.
2020

Abstract

In this paper, we present a cybersecurity investment supply chain model with nonlinear budget constraints and fixed demands, which gives a generalized Nash equilibrium model. We define the related variational equilibrium and study the associated projected dynamic system (PDS), establishing the relationship between the solutions to the variational inequality and the stationary points of the PDS. Then, we propose a computational procedure to find such stationary points and, finally, some numerical examples illustrate the obtained results.
Expected utility
Projected dynamic systems
Supply chains
Variational inequalities
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11769/518862
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