Stochastic equilibrium programming for dynamic oligopolistic markets

DOI10.1007/BF00939537zbMATH Open0681.90018OpenAlexW2041262529MaRDI QIDQ1823830FDOQ1823830

Alain 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (37)

• Payment schemes for sustaining cooperation in dynamic games played over event trees
• Title not available (Why is that?)
• \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
• Strategic Support of Node-Consistent Cooperative Outcomes in Dynamic Games Played Over Event Trees
• Editorial
• An oracle based method to compute a coupled equilibrium in a model of international climate policy
• Dynamic oligopolistic games under uncertainty: A stochastic programming approach
• A two-level dynamic game of carbon emission trading between Russia, China, and annex B countries
• Sustainability of Cooperation in Dynamic Games Played over Event Trees
• Price of anarchy in a linear-state stochastic dynamic game
• Renewable generation expansion under different support schemes: a stochastic equilibrium approach
• Node-consistent Shapley value for games played over event trees with random terminal time
• Risk aversion in imperfect natural gas markets
• Lipschitz continuity and duality for dynamic oligopolistic market equilibrium problem with memory term
• Approximating Nash equilibria in nonzero-sum games
• Solving stochastic complementarity problems in energy market modeling using scenario reduction
• Asset market games of survival: a synthesis of evolutionary and dynamic games
• A stochastic differential game of duopolistic competition with sticky prices
• Open-loop and feedback Nash equilibria in constrained linear-quadratic dynamic games played over event trees
• On computation of optimal strategies in oligopolistic markets respecting the cost of change
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Game of International Climate Policy Solved by a Homogeneous Oracle-Based Method for Variational Inequalities
• An evolutionary finance model with a risk-free asset
• Approximated cooperative equilibria for games played over event trees
• \(S\)-adapted equilibria in games played over event trees with coupled constraints
• Irrational-Behavior-Proof Conditions for Stochastic Games over Event Trees
• Node-consistent core for games played over event trees
• Sustainable cooperation in dynamic games on event trees with players' asymmetric beliefs
• Stochastically stable states in an oligopoly with differentiated goods: Equivalence of price and quantity strategies
• Stochastic Nash equilibrium problems: sample average approximation and applications
• Technology selection and capacity investment under uncertainty
• Duality theory for the dynamic oligopolistic market equilibrium problem
• Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
• An evolutionary finance model with short selling and endogenous asset supply
• Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
• Time-consistent Shapley value for games played over event trees

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