Perfectly competitive capacity expansion games with risk-averse participants
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Publication:2397828
DOI10.1007/s10589-015-9798-5zbMath1367.91021OpenAlexW1813123331MaRDI QIDQ2397828
Jong-Shi Pang, Benjamin F. Hobbs, Dane A. Schiro
Publication date: 23 May 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-015-9798-5
Noncooperative games (91A10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Price-coupling games and the generation expansion planning problem ⋮ Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty ⋮ Games and teams with shared constraints ⋮ On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach ⋮ Two-stage non-cooperative games with risk-averse players ⋮ Robust market equilibria under uncertain cost ⋮ An equilibrium model of the supply chain network under multi-attribute behaviors analysis ⋮ Two-stage stochastic variational inequalities: theory, algorithms and applications
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