Stochastic Nash equilibrium problems: sample average approximation and applications
From MaRDI portal
Publication:2393651
Recommendations
- Sampling average approximation method for a class of stochastic Nash equilibrium problems
- Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
- Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
- A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems
- Sample average method for solving stochastic generalized Nash equilibrium problem
Cites work
- A Linearization Method for Nonsmooth Stochastic Programming Problems
- A note on a class of equilibrium problems with equilibrium constraints.
- A note on uniform exponential convergence of sample average approximation of random functions
- A stochastic multiple-leader Stackelberg model: analysis, computation, and application
- A strong law of large numbers for random compact sets
- A two stage stochastic equilibrium model for electricity markets with two way contracts
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- Analysis of Sample-Path Optimization
- Asymptotic properties of statistical estimators in stochastic programming
- Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
- Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
- Convergence properties of two-stage stochastic programming
- Convex analysis and measurable multifunctions
- Correlated Equilibrium as an Expression of Bayesian Rationality
- Cournot competition, forward markets and efficiency
- Epi‐consistency of convex stochastic programs
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Game Theoretic Cross-Layer Transmission Policies in Multipacket Reception Wireless Networks
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- Generalized equations and their solutions, Part I: Basic theory
- Generalized equations: Solvability and regularity
- Generalized Nash equilibrium problems and Newton methods
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 3882752 (Why is no real title available?)
- scientific article; zbMATH DE number 4037624 (Why is no real title available?)
- scientific article; zbMATH DE number 3619635 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 204196 (Why is no real title available?)
- scientific article; zbMATH DE number 1857850 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 823368 (Why is no real title available?)
- Implicit smoothing and its application to optimization with piecewise smooth equality constraints
- Integrals of set-valued functions
- Lipschitz Stability for Stochastic Programs with Complete Recourse
- Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
- Optimization and nonsmooth analysis
- Probabilistic analysis of simulation-based games
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- Quantitative stability in stochastic programming
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Sample average approximation methods for a class of stochastic variational inequality problems
- Sensitivity analysis for nonsmooth generalized equations
- Sensitivity analysis of the value function for optimization problems with variational inequality constraints
- Set-valued analysis
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations
- Stochastic equilibrium programming for dynamic oligopolistic markets
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Supply Function Equilibria in Oligopoly under Uncertainty
- The empirical behavior of sampling methods for stochastic programming
- The radius of metric regularity
- Theory of Random Sets
- Two-settlement electricity markets with price caps and Cournot generation firms
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
- User equilibrium traffic network assignment with stochastic travel times and late arrival penalty
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
- Variational Analysis
Cited in
(30)- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- Accelerated schemes for a class of variational inequalities
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- A characterization of Nash equilibrium for the games with random payoffs
- Existence of Nash equilibrium for chance-constrained games
- Variational inequality formulation for the games with random payoffs
- An MPEC reformulation of an EPEC model for electricity markets
- Games with distributionally robust joint chance constraints
- General sum games with joint chance constraints
- Basic theoretical foundations and insights on bilevel models and their applications to power systems
- Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
- Sampling average approximation method for a class of stochastic Nash equilibrium problems
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems
- Solving chance-constrained games using complementarity problems
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Bilevel direct search method for leader-follower problems and application in health insurance
- scientific article; zbMATH DE number 5007558 (Why is no real title available?)
- Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
- Convergence results of the ERM method for stochastic Nash equilibrium problems
- A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
- Existence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method
- Distributionally robust chance constrained games under Wasserstein ball
- Stochastic multiobjective optimization: Sample average approximation and applications
- Stochastic approximation for estimating the price of stability in stochastic Nash games
- Generalized Bayesian Nash equilibrium with continuous type and action spaces
- Network capacity management under competition
This page was built for publication: Stochastic Nash equilibrium problems: sample average approximation and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2393651)