TWO-STAGE STOCHASTIC VARIATIONAL INEQUALITIES FOR COURNOT-NASH EQUILIBRIUM WITH RISK-AVERSE PLAYERS UNDER UNCERTAINTY

Zhou, B; Sun, HL

Sun, HL (corresponding author), Nanjing Normal Univ, Sch Math Sci, Jiangsu Prov Key Lab NSLSCS, Nanjing 210023, Peoples R China.

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2020; 10 (4): 521

Abstract

A convex two-stage non-cooperative game with risk-averse players under uncertainty is formulated as a two-stage stochastic variational inequality (SVI......

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