Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

DOI10.4208/jcm.1906-m2019-0025zbMath1474.91008arXiv1907.07317OpenAlexW2990774863MaRDI QIDQ5127590

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Publication date: 27 October 2020

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07317

zbMATH Keywords

uncertaintyprogressive hedging methodregularized methodCournot-Nash equilibriumtwo-stage stochastic variational inequalitiesoil market share

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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