Sample average approximation method for a class of stochastic generalized Nash equilibrium problems

DOI10.1016/j.cam.2013.11.014zbMath1278.65068OpenAlexW1971929247MaRDI QIDQ390493

Pei-Yu Li

Publication date: 8 January 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.11.014

zbMATH Keywords

interior point methodsample average approximation methodstochastic generalized Nash equilibrium problem

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Stochastic programming (90C15) Applications of game theory (91A80) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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