Two-stage non-cooperative games with risk-averse players
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Cited in
(28)- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- On the pervasiveness of difference-convexity in optimization and statistics
- Preface
- A class of two-stage distributionally robust games
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms
- A class of risk-sensitive noncooperative games
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization
- On Nash-Stackelberg-Nash games under decision-dependent uncertainties: model and equilibrium
- Piecewise affine parameterized value-function based bilevel non-cooperative games
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Stochastic structured tensors to stochastic complementarity problems
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
- Dynamic stochastic projection method for multistage stochastic variational inequalities
- On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
- Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm
- A two-stage Bertrand-Edgeworth game
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
- On ambiguity-averse market equilibrium
- Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
- Robust market equilibria under uncertain cost
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets
- Evolutionary matrix-game dynamics under imitation in heterogeneous populations
- On the computation of equilibria in monotone and potential stochastic hierarchical games
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