Risk-neutral PDE-constrained generalized Nash equilibrium problems

Gahururu, DB; Hintermüller, M; Surowiec, TM

Surowiec, TM (通讯作者),Philipps Univ Marburg, FB Math & Informat 12, Hans Meerwein Str 6, D-35032 Marburg, Germany.

MATHEMATICAL PROGRAMMING, 2023; 198 (2): 1287

Abstract

A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common l......

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