Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms
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Publication:5231685
DOI10.1137/17M1151067;zbMath1422.91094MaRDI QIDQ5231685
Honglei Xu, Min Zhang, Jie Sun
Publication date: 27 August 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://epubs.siam.org/doi/pdf/10.1137/17M1151067
stochastic variational inequalityprogressive hedging algorithmstochastic linear complementarity problemmultistage noncooperative game under uncertainty
Noncooperative games (91A10) Variational inequalities (49J40) Stochastic programming (90C15) Multistage and repeated games (91A20)
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