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Sample average approximation method for a class of stochastic generalized Nash equilibrium problems - MaRDI portal

Sample average approximation method for a class of stochastic generalized Nash equilibrium problems (Q390493)

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scientific article; zbMATH DE number 6243425
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Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
scientific article; zbMATH DE number 6243425

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    Sample average approximation method for a class of stochastic generalized Nash equilibrium problems (English)
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    8 January 2014
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    stochastic generalized Nash equilibrium problem
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    sample average approximation method
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    interior point method
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