Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
DOI10.1007/s10589-020-00257-0zbMath1470.91031OpenAlexW3118666173MaRDI QIDQ2028466
Pedro C. Borges, Mikhail V. Solodov, Claudia A. Sagastizábal
Publication date: 1 June 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-020-00257-0
decomposition algorithmsTikhonov regularizationbilevel optimizationstochastic equilibriuminterior penalty methodssmoothing methods
Decision theory (91B06) Stochastic games, stochastic differential games (91A15) Algorithmic game theory and complexity (91A68)
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