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. 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