A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model

DOI10.1287/MNSC.43.2.190zbMATH Open0889.90046OpenAlexW1965069249MaRDI QIDQ4367205FDOQ4367205

Daniel De Wolf, Yves Smeers

Publication date: 25 November 1997

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.43.2.190

Recommendations

• A stochastic multiple-leader Stackelberg model: analysis, computation, and application
• A Multiple Leader Stackelberg Model and Analysis
• An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
• scientific article; zbMATH DE number 912313
• Generalized Cournot-Stackelberg-Nash equilibrium

zbMATH Keywords

stochastic versionEuropean gas marketStackelberg-Nash-Cournot modeltwo stages programming under uncertainty

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic games, stochastic differential games (91A15) Hierarchical games (including Stackelberg games) (91A65)

Cited In (41)

• Optimization Models in the Natural Gas Industry
• On Stackelberg–Nash Equilibria in Bilevel Optimization Games
• Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
• A two stage stochastic equilibrium model for electricity markets with two way contracts
• A generalization of the increasing generalized failure rate unimodality condition
• Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
• On the Inefficiency of Forward Markets in Leader–Follower Competition
• On noncooperative oligopoly equilibrium in the multiple leader-follower game
• A Markovian mechanism of proportional resource allocation in the incentive model as a dynamic stochastic inverse Stackelberg game
• A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
• Stochastic \(R_0\) tensors to stochastic tensor complementarity problems
• Stackelberg equilibrium in a dynamic stimulation model with complete information
• Monopoly pricing in vertical markets with demand uncertainty
• Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
• Basic theoretical foundations and insights on bilevel models and their applications to power systems
• A characterization of Nash equilibrium for the games with random payoffs
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy
• Stochastic Programming Perspective on the Agency Problems Under Uncertainty
• Investigating remanufacturing competition with yield uncertainty on market share, profit, and consumer surplus
• Bilevel direct search method for leader-follower problems and application in health insurance
• The optimum output quantity for different competitive behaviors under a fuzzy decision environment
• An asymmetric Cournot-Nash equilibrium under uncertainty as a generalized Cournot-Stackelberg-Nash equilibrium
• Generalized Cournot-Stackelberg-Nash equilibrium
• An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
• Pure and randomized equilibria in the stochastic von Neumann-Gale model
• Controlled predatory pricing in a multiperiod Stackelberg game: an MPEC approach
• Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
• Title not available (Why is that?)
• Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
• Complementarity formulation of games with random payoffs
• Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
• Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models
• Neural network smoothing approximation method for stochastic variational inequality problems
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
• A Stackelberg–Nash–Cournot Equilibrium in a Pollution Reduction Scheme
• Solving Chance-Constrained Games Using Complementarity Problems
• Expected residual minimization method for stochastic variational inequality problems
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
• On the computation of equilibria in monotone and potential stochastic hierarchical games
• A Short State of the Art on Multi-Leader-Follower Games

This page was built for publication: A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4367205)