An approximation scheme for a class of risk-averse stochastic equilibrium problems (Q301663): Difference between revisions

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Property / author: Mikhail V. Solodov / rank
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Property / author: Claudia A. Sagastizábal / rank
 
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Property / author: Mikhail V. Solodov / rank
 
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stochastic equilibrium
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risk aversion
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generalized Nash game
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variational inequality
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complementarity
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Dantzig-Wolfe decomposition
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Latest revision as of 06:55, 12 July 2024

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An approximation scheme for a class of risk-averse stochastic equilibrium problems
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    An approximation scheme for a class of risk-averse stochastic equilibrium problems (English)
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    1 July 2016
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    stochastic equilibrium
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    risk aversion
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    generalized Nash game
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    variational inequality
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    complementarity
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    Dantzig-Wolfe decomposition
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