Dynamic oligopolistic games under uncertainty: A stochastic programming approach

DOI10.1016/j.jedc.2005.09.011zbMath1162.91319OpenAlexW2051321368MaRDI QIDQ959722

Suvrajeet Sen, Stanley S. Reynolds, Talat S. Genc

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.09.011

zbMATH Keywords

stochastic programmingdynamic gameselectricity marketsS-adapted open-loop equilibrium

Mathematics Subject Classification ID

Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (24)

Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty ⋮ The impact of lead time on capital investments ⋮ Node-consistent core for games played over event trees ⋮ Sustainable cooperation in dynamic games on event trees with players' asymmetric beliefs ⋮ Two-stage non-cooperative games with risk-averse players ⋮ Node-consistent Shapley value for games played over event trees with random terminal time ⋮ Dynamic Competition under Cap and Trade Programs ⋮ Complementarity formulation of games with random payoffs ⋮ Is certainty in carbon policy better than uncertainty? ⋮ Sustainability of Cooperation in Dynamic Games Played over Event Trees ⋮ Capacity investments in a stochastic dynamic game: equilibrium characterization ⋮ A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market ⋮ Optimal return and rebate mechanism in a closed-loop supply chain game ⋮ A stochastic differential game of duopolistic competition with sticky prices ⋮ Price of anarchy in a linear-state stochastic dynamic game ⋮ Risk aversion in imperfect natural gas markets ⋮ Time-consistent Shapley value for games played over event trees ⋮ Renewable generation expansion under different support schemes: a stochastic equilibrium approach ⋮ Technology selection and capacity investment under uncertainty ⋮ A Benders decomposition method for solving stochastic complementarity problems with an application in energy ⋮ The investment effects of price caps under imperfect competition: a note ⋮ Open-loop and feedback Nash equilibria in constrained linear-quadratic dynamic games played over event trees ⋮ Two-stage stochastic variational inequalities: theory, algorithms and applications ⋮ Solving stochastic complementarity problems in energy market modeling using scenario reduction

Cites Work

• Dynamic oligopoly with capacity adjustment costs
• Sample-path solution of stochastic variational inequalities
• Stochastic equilibrium programming for dynamic oligopolistic markets
• \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
• Multistage stochastic convex programs: duality and its implications
• Capacity Investment, Preemption and Commitment in an Infinite Horizon Model
• Introduction to Stochastic Programming
• Markov-Perfect Industry Dynamics: A Framework for Empirical Work
• The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
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