An expected residual minimization method for stochastic generalized Nash equilibrium problem

MaRDI QIDQ5399141zbMATH OpenFDO

Authors Mei-Ju Luo, Ou Wu

Publication date 28 February 2014

zbMATH Keywords

convergence analysisexpected residual minimization methodKKT conditionquasi-Monte Carlo methodstochastic generalized Nash equilibrium problems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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Cited in

(5)

• Sample average method for solving stochastic generalized Nash equilibrium problem
• Expected residual minimization method for a class of stochastic mixed equilibrium problems
• Convergence results of the ERM method for stochastic Nash equilibrium problems
• scientific article; zbMATH DE number 7652679 (Why is no real title available?)
• Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints

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