Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
DOI10.1016/j.cam.2013.11.014zbMath1278.65068MaRDI QIDQ390493
Publication date: 8 January 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.11.014
interior point method; sample average approximation method; stochastic generalized Nash equilibrium problem
65H10: Numerical computation of solutions to systems of equations
90C15: Stochastic programming
91A80: Applications of game theory
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C51: Interior-point methods
91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)
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