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  • Search: subject:"Stochastic Nash equilibrium"
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Exponential convergence 1 Game theory 1 H-calmness 1 Mathematical programming 1 Mathematische Optimierung 1 Nash equilibrium 1 Nash-C-stationary point 1 Nash-Gleichgewicht 1 Spieltheorie 1 Stochastic Nash equilibrium 1 Stochastic game 1 Stochastic process 1 Stochastischer Prozess 1 Stochastisches Spiel 1 potential games 1 stochastic Nash equilibrium problems 1 stochastic approximation 1 stochastic nonconvex optimization 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Lei, Jinlong 1 Shanbhag, Uday V. 1 Xu, Huifu 1 Zhang, Dali 1
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Computational Optimization and Applications 1 Operations research 1
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ECONIS (ZBW) 1 RePEc 1
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Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization
Lei, Jinlong; Shanbhag, Uday V. - In: Operations research 68 (2020) 6, pp. 1742-1766
Persistent link: https://www.econbiz.de/10012392159
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Stochastic Nash equilibrium problems: sample average approximation and applications
Xu, Huifu; Zhang, Dali - In: Computational Optimization and Applications 55 (2013) 3, pp. 597-645
-C-stationary point converges to a weak Nash-C-stationary point of the true problem. Finally, the model is applied to stochastic Nash … equilibrium problem in the wholesale electricity market. Copyright Springer Science+Business Media New York 2013 …
Persistent link: https://www.econbiz.de/10010680666
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