Stochastic Nash equilibrium problems: sample average approximation and applications.

Huifu Xu Dali Zhang

Published in: Comput. Optim. Appl. (2013)

Keyphrases

nash equilibrium
game theory
variational inequalities
game theoretic
solution concepts
stochastic model
fictitious play
sample average approximation
special case
worst case
optimization problems
solving problems
nash equilibria
nonlinear programming