Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
DOI10.1080/02331934.2011.632418zbMath1282.90116OpenAlexW2074897761MaRDI QIDQ5746734
Publication date: 7 February 2014
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2011.632418
convergence analysissample average approximationstochastic equilibrium programs with equilibrium constraintsNash stationary point
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)
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