Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q105583403, #quickstatements; #temporary_batch_1707252663060
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: SUTIL / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2086681812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cournot competition, forward markets and efficiency / rank
 
Normal rank
Property / cites work
 
Property / cites work: A strong law of large numbers for random compact sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4856855 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4695312 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals of set-valued functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlated Equilibrium as an Expression of Bayesian Rationality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex analysis and measurable multifunctions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization and nonsmooth analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence properties of two-stage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4391441 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application / rank
 
Normal rank
Property / cites work
 
Property / cites work: The radius of metric regularity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Nash equilibrium problems and Newton methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-Dimensional Variational Inequalities and Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic equilibrium programming for dynamic oligopolistic markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4788813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity analysis for nonsmooth generalized equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi‐consistency of convex stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3777818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Supply Function Equilibria in Oligopoly under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized equations: Solvability and regularity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4182270 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical behavior of sampling methods for stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity Analysis of the Value Function for Optimization Problems with Variational Inequality Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Random Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Game Theoretic Cross-Layer Transmission Policies in Multipacket Reception Wireless Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the theory of Banach space valued multifunctions. I: Integration and conditional expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5389781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implicit smoothing and its application to optimization with piecewise smooth equality constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of solutions to stochastic quasi-variational inequality and complementarity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized equations and their solutions, Part I: Basic theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3216893 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Sample-Path Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lipschitz Stability for Stochastic Programs with Complete Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Equilibrium Points for Concave N-Person Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141922 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Linearization Method for Nonsmooth Stochastic Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4830009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative stability in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of statistical estimators in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on uniform exponential convergence of sample average approximation of random functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic analysis of simulation-based games / rank
 
Normal rank
Property / cites work
 
Property / cites work: User equilibrium traffic network assignment with stochastic travel times and late arrival penalty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-settlement electricity markets with price caps and Cournot generation firms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two stage stochastic equilibrium model for electricity markets with two way contracts / rank
 
Normal rank

Latest revision as of 18:30, 6 July 2024

scientific article
Language Label Description Also known as
English
Stochastic Nash equilibrium problems: sample average approximation and applications
scientific article

    Statements

    Stochastic Nash equilibrium problems: sample average approximation and applications (English)
    0 references
    0 references
    0 references
    8 August 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic Nash equilibrium
    0 references
    exponential convergence
    0 references
    H-calmness
    0 references
    Nash-C-stationary point
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references