Stochastic Nash equilibrium problems: sample average approximation and applications
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DOI: 10.1007/s10589-013-9538-7
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- Vikas Vikram Singh & Abdel Lisser, 2018. "A Characterization of Nash Equilibrium for the Games with Random Payoffs," Journal of Optimization Theory and Applications, Springer, vol. 178(3), pages 998-1013, September.
- Vikas Vikram Singh & Abdel Lisser, 2018. "Variational inequality formulation for the games with random payoffs," Journal of Global Optimization, Springer, vol. 72(4), pages 743-760, December.
- Wang, Zheng & Li, Chaojie & Zhou, Xiaojun & Xie, Renyou & Li, Xiangyu & Dong, Zhaoyang, 2023. "Stochastic bidding for VPPs enabled ancillary services: A case study," Applied Energy, Elsevier, vol. 352(C).
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Keywords
Stochastic Nash equilibrium; Exponential convergence; H-calmness; Nash-C-stationary point;All these keywords.
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