On ambiguity-averse market equilibrium (Q6110630)
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scientific article; zbMATH DE number 7707736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ambiguity-averse market equilibrium |
scientific article; zbMATH DE number 7707736 |
Statements
On ambiguity-averse market equilibrium (English)
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6 July 2023
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distributionally robust equilibrium problem
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Nash game
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Wasserstein ambiguity set
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heterogeneous ambiguity aversion
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