Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty

DOI10.3934/naco.2020049zbMath1452.90232OpenAlexW3089518132MaRDI QIDQ827575

N. E. Zubov

Publication date: 13 January 2021

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2020049

zbMATH Keywords

smoothingregularizationstochastic gamerisk aversetwo-stage stochastic variational inequalities

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition

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