Sampling average approximation method for a class of stochastic Nash equilibrium problems
DOI10.1080/10556788.2012.750321zbMath1278.65069OpenAlexW2033326211MaRDI QIDQ2867407
Pei-Yu Li, Zhifeng He, Gui-Hua Lin
Publication date: 19 December 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2012.750321
Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cites Work
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