Stochastic nash equilibrium problems: sample average approximation and applications
This paper presents a Nash equilibrium model where the underlying objective functions involve uncertainty and nonsmoothness. The well-known sample average approximation method is applied to solve the problem and the first order equilibrium conditions are characterized in terms of Clarke generalized...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2013-07.
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| Subjects: | |
| Online Access: | Get fulltext |