Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
DOI10.1016/j.ejor.2017.07.050zbMath1376.91039OpenAlexW2737006774MaRDI QIDQ1681287
Jin Zhang, Huifu Xu, Shu-Jung Sunny Yang, Yong-Chao Liu
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/413319/1/EJOR_D_16_00583_R2.pdf
game theorydistributionally robust Nash equilibriumdistributionally robust Stackelberg modelshierarchical capacity investmentrisk-averse equilibrium models
Hierarchical games (including Stackelberg games) (91A65) Games involving topology, set theory, or logic (91A44)
Related Items (13)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Data-driven chance constrained stochastic program
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- Single and multi-period optimal inventory control models with risk-averse constraints
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- Existence of Nash equilibrium for chance-constrained games
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- $K$-adaptability in two-stage distributionally robust binary programming
- Stochastic equilibrium programming for dynamic oligopolistic markets
- Stochastic Nash equilibrium problems: sample average approximation and applications
- Robust game theory
- Worst-case robust Omega ratio
- Coherent Measures of Risk
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems
- Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints
- Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints
- Distributionally Robust Convex Optimization
- The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty
- TECHNICAL NOTE—Robust Newsvendor Competition Under Asymmetric Information
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- Discounted Robust Stochastic Games and an Application to Queueing Control
- A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application
- The Gas Transmission Problem Solved by an Extension of the Simplex Algorithm
- Theory and Applications of Robust Optimization
- ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS
- Risk Trading and Endogenous Probabilities in Investment Equilibria
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Lectures on Stochastic Programming
- Optimization and nonsmooth analysis
- A New Proof of the Existence and Uniqueness of the Cournot Equilibrium
- Robust Markov Decision Processes
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- More bounds on the expectation of a convex function of a random variable
- Stochastic finance. An introduction in discrete time
- Generalized Nash equilibrium problems
This page was built for publication: Distributionally robust equilibrium for continuous games: Nash and Stackelberg models