stochastic equilibrium programs with equilibrium constraints

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

  • Huifu Xu
  • Dali Zhang
    • Categories Complementarity and Variational Inequalities, Game Theory, Stochastic Programming Tags , , ,

    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. The convergence analysis on the statistical estimators of Nash equilibria and Nash stationary points are presented. Article Download View Two stage stochastic equilibrium … Read more