Stochastic equilibrium programming for dynamic oligopolistic markets

DOI10.1007/BF00939537zbMath0681.90018OpenAlexW2041262529MaRDI QIDQ1823830

Alain B. Haurie, Yves Smeers, Georges Zaccour

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939537

zbMATH Keywords

imperfect competitiondynamic oligopolistic marketsS-adapted open-loopstochastic equilibrium programmingtwo-stage dynamical systemuncertain dynamic markets

Mathematics Subject Classification ID

Hierarchical systems (93A13) Economic growth models (91B62) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Miscellaneous topics in calculus of variations and optimal control (49N99)

Related Items

A two-level dynamic game of carbon emission trading between Russia, China, and annex B countries ⋮ An evolutionary finance model with short selling and endogenous asset supply ⋮ Strategic Support of Node-Consistent Cooperative Outcomes in Dynamic Games Played Over Event Trees ⋮ Stochastic Nash equilibrium problems: sample average approximation and applications ⋮ Node-consistent core for games played over event trees ⋮ Sustainable cooperation in dynamic games on event trees with players' asymmetric beliefs ⋮ Distributionally robust equilibrium for continuous games: Nash and Stackelberg models ⋮ Node-consistent Shapley value for games played over event trees with random terminal time ⋮ Sustainability of Cooperation in Dynamic Games Played over Event Trees ⋮ Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition ⋮ APPROXIMATING NASH EQUILIBRIA IN NONZERO-SUM GAMES ⋮ Asset market games of survival: a synthesis of evolutionary and dynamic games ⋮ \(S\)-adapted equilibria in games played over event trees with coupled constraints ⋮ Editorial ⋮ A stochastic differential game of duopolistic competition with sticky prices ⋮ Price of anarchy in a linear-state stochastic dynamic game ⋮ Risk aversion in imperfect natural gas markets ⋮ Time-consistent Shapley value for games played over event trees ⋮ Renewable generation expansion under different support schemes: a stochastic equilibrium approach ⋮ Dynamic oligopolistic games under uncertainty: A stochastic programming approach ⋮ Technology selection and capacity investment under uncertainty ⋮ An oracle based method to compute a coupled equilibrium in a model of international climate policy ⋮ An evolutionary finance model with a risk-free asset ⋮ Approximated cooperative equilibria for games played over event trees ⋮ Open-loop and feedback Nash equilibria in constrained linear-quadratic dynamic games played over event trees ⋮ A Game of International Climate Policy Solved by a Homogeneous Oracle-Based Method for Variational Inequalities ⋮ Solving stochastic complementarity problems in energy market modeling using scenario reduction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dynamic noncooperative game theory
• Reexamination of the perfectness concept for equilibrium points in extensive games
• Quelques notes et résultats nouveaux sur le problème d'équilibre d'un oligopole
• A mathematical programming approach for determining oligopolistic market equilibrium
• Iterative methods for variational and complementarity problems
• An iterative scheme for variational inequalities
• A variational inequality approach for the determination of oligopolistic market equilibrium

This page was built for publication: Stochastic equilibrium programming for dynamic oligopolistic markets