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An approximation scheme for a class of risk-averse stochastic equilibrium problems.

Juan Pablo LunaClaudia A. SagastizábalMikhail V. Solodov
Published in: Math. Program. (2016)
Keyphrases
  • approximation schemes
  • risk averse
  • problems involving
  • stochastic programming
  • risk aversion
  • bayesian networks
  • evolutionary algorithm
  • optimization problems
  • objective function
  • lower bound
  • game theory