Two stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
This paper presents a two stage stochastic equilibrium problem with equilibrium constraints (SEPEC) model. Some source problems which motivate the model are discussed. Monte Carlo sampling method is applied to solve the SEPEC. Convergence analysis on the statistical estimators of Nash equilibria and...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2010-08-14.
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| Subjects: | |
| Online Access: | Get fulltext |