On ambiguity-averse market equilibrium
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Publication:6110630
DOI10.1007/s11590-022-01935-0zbMath1527.91078OpenAlexW4309581573MaRDI QIDQ6110630
Jalal Kazempour, Niklas Vespermann, Thomas Hamacher
Publication date: 6 July 2023
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-022-01935-0
Nash gameWasserstein ambiguity setdistributionally robust equilibrium problemheterogeneous ambiguity aversion
Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24)
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Cites Work
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