Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games
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DOI: 10.1007/s10589-020-00257-0
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- Julio Deride & Roger J-B Wets, 2023. "Solving equilibrium problems in economies with financial markets, home production, and retention," Papers 2308.05849, arXiv.org.
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Keywords
Stochastic equilibrium; Decomposition algorithms; Bilevel optimization; Smoothing methods; Interior penalty methods; Tikhonov regularization;All these keywords.
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