Two-stage non-cooperative games with risk-averse players
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Publication:1680967
DOI10.1007/S10107-017-1148-1zbMATH Open1411.91074OpenAlexW2608695873MaRDI QIDQ1680967FDOQ1680967
Authors: Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag 
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1148-1
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Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)
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Cited In (28)
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- Preface
- On the pervasiveness of difference-convexity in optimization and statistics
- 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 two-stage distributionally robust games
- Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- A class of risk-sensitive noncooperative games
- On Nash-Stackelberg-Nash games under decision-dependent uncertainties: model and equilibrium
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- Robust market equilibria under uncertain cost
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- On the computation of equilibria in monotone and potential stochastic hierarchical games
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