Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
DOI10.3934/JIMO.2022221OpenAlexW4312848642MaRDI QIDQ2698571FDOQ2698571
Authors: Atsushi Hori, Nobuo Yamashita
Publication date: 24 April 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022221
noncooperative gamestochastic Nash gamesCournot-Nash competitionrisk-averse equilibriumtwo-stage distributionally robust Nash games
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)
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