Stochastic equilibrium programming for dynamic oligopolistic markets
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Cites work
- scientific article; zbMATH DE number 3878686 (Why is no real title available?)
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- scientific article; zbMATH DE number 3559328 (Why is no real title available?)
- scientific article; zbMATH DE number 3599745 (Why is no real title available?)
- scientific article; zbMATH DE number 3204219 (Why is no real title available?)
- A mathematical programming approach for determining oligopolistic market equilibrium
- A variational inequality approach for the determination of oligopolistic market equilibrium
- An iterative scheme for variational inequalities
- Dynamic noncooperative game theory
- Iterative methods for variational and complementarity problems
- Quelques notes et résultats nouveaux sur le problème d'équilibre d'un oligopole
- Reexamination of the perfectness concept for equilibrium points in extensive games
Cited in
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- Payment schemes for sustaining cooperation in dynamic games played over event trees
- \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
- A game of international climate policy solved by a homogeneous oracle-based method for variational inequalities
- An oracle based method to compute a coupled equilibrium in a model of international climate policy
- Editorial
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach
- Dynamic oligopolistic competition with uncertainty and supply disruption effects
- 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
- scientific article; zbMATH DE number 3970437 (Why is no real title available?)
- An evolutionary finance model with a risk-free asset
- scientific article; zbMATH DE number 2202837 (Why is no real title available?)
- Approximated cooperative equilibria for games played over event trees
- \(S\)-adapted equilibria in games played over event trees with coupled constraints
- Strategic support of node-consistent cooperative outcomes in dynamic games played over event trees
- 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
- An evolutionary finance model with short selling and endogenous asset supply
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- Time-consistent Shapley value for games played over event trees
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