An approximation scheme for a class of risk-averse stochastic equilibrium problems
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Publication:301663
DOI10.1007/s10107-016-0988-4zbMath1414.91293OpenAlexW2327350185MaRDI QIDQ301663
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
Publication date: 1 July 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-0988-4
variational inequalityDantzig-Wolfe decompositioncomplementarityrisk aversiongeneralized Nash gamestochastic equilibrium
Noncooperative games (91A10) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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