Stochastic Nash equilibrium problems: sample average approximation and applications
نویسندگان
چکیده
منابع مشابه
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 gradients. Under some moderate conditions, it is shown that with probability one, a statistical e...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2013
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-013-9538-7