An approximation scheme for a class of risk-averse stochastic equilibrium problems
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complementarityrisk aversionvariational inequalityDantzig-Wolfe decompositiongeneralized Nash gamestochastic equilibrium
Numerical optimization and variational techniques (65K10) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited in
(15)- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
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