Sample average method for solving stochastic generalized Nash equilibrium problem
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Publication:2993883
zbMATH Open1349.91034MaRDI QIDQ2993883FDOQ2993883
Authors: Zhongxing Wang 
Publication date: 10 August 2016
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variational inequalityquasi-Monte Carlo methodstochastic generalized Nash equilibrium problemexpected residual minimization
Cited In (9)
- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- Advances in Neural Networks – ISNN 2005
- An expected residual minimization method for stochastic generalized Nash equilibrium problem
- A deterministic model with CVaR constraints of stochastic generalized Nash equilibrium problems and its solving methods
- Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
- Convergence results of the ERM method for stochastic Nash equilibrium problems
- A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems
- Stochastic Nash equilibrium problems: sample average approximation and applications
- Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
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