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: |
2009-05-22.
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| Subjects: | |
| Online Access: | Get fulltext |