Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms

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Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms

A model of a two-stage N-person noncooperative game under uncertainty is studied, in which at the first stage each player solves a quadratic program parameterized by other players’ decisions and then at the second stage the player solves a recourse quadratic program parameterized by the realization...

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Bibliographic Details
Main Authors:	Zhang, M., Sun, Jie, Xu, Honglei
Format:	Journal Article
Language:	English
Published:	SIAM PUBLICATIONS 2019
Subjects:	Science & Technology Physical Sciences Mathematics, Applied Mathematics multistage noncooperative game under uncertainty progressive hedging algorithm stochastic linear complementarity problem stochastic variational inequality
Online Access:	http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/91438

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