Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

DOI10.1080/02331934.2011.632418zbMath1282.90116OpenAlexW2074897761MaRDI QIDQ5746734

Huifu Xu, Da-Li Zhang

Publication date: 7 February 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2011.632418

zbMATH Keywords

convergence analysissample average approximationstochastic equilibrium programs with equilibrium constraintsNash stationary point

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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