Research Interests:
Variational inequalities: - Existence, Gap Functions and Error Bounds Analysis , Applications (Optimization, Economy, Transportation problems, Traffic equilibrium problems, Environment impact problems, Noncooperative markets )
Generalized Nash Equilibriums and Energy Markets
Generalized Convexity and Monotonicity
Optimization Theory , Multi Objective Programming.
Publications:
Chi Seng Pun, Rachana Gupta, Asymptotic Impulse Control of Mean-Reverting Interest Rates with a Slowly Varying Stochastic Volatility, submitted to SIAM Journal on Financial Mathematics, 25 Pages, (2020).
Available at SSRN: http://dx.doi.org/10.2139/ssrn.3756104 (Link for Article)
Didier Aussel, Rachana Gupta, Aparna Mehra, Evolutionary variational inequality formulation of generalized Nash equilibrium problem, Journal of Optimization Theory and Applications (Springer), (2016). (Link for Article)
Thomas Pradeau, Frederic Meunier, Rachana Gupta. Bounding the price of anarchy for games with player-specific cost functions. 9 pages. 2014. <hal-00943524> (Link for Article)
Didier Aussel, Rachana Gupta, Aparna Mehra, Gap functions and error bounds for inverse quasi variational inequalities, Journal of Mathematical Analysis and Applications (Elsevier), Vol 407, Issue 2 (2013), Page 270-280. (Link for Article)
Rachana Gupta, Aparna Mehra, Gap functions and error bounds for quasi variational inequalities, Journal of Global Optimization (Springer), Vol 53, Issue 4 (2012), Page 737- 748. (Link for Article)
Rachana Gupta, Aparna Mehra, Gap functions and error bounds for set valued vector quasi variational inequalities.