A Complementarity Framework for Forward Contracting Under Uncertainty
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Publication:3225914
DOI10.1287/opre.1110.0947zbMath1235.91074OpenAlexW1998667911MaRDI QIDQ3225914
Gerd Infanger, Uday V. Shanbhag, Peter W. Glynn
Publication date: 26 March 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1110.0947
Hierarchical games (including Stackelberg games) (91A65) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Auctions, bargaining, bidding and selling, and other market models (91B26)
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