Distributed algorithm for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e129" altimg="si437.svg"> <mml:mi>ε</mml:mi> </mml:math> -generalized Nash equilibria with uncertain coupled constraints
Guanpu Chen, Y. Ming, Yiguang Hong, Peng Yi
Topics & Concepts
Variational inequalityNash equilibriumMathematicsConvergence (economics)PolyhedronAlgorithmConvex optimizationRegular polygonMathematical optimizationApplied mathematicsCombinatoricsGeometryEconomicsEconomic growthOptimization and Variational AnalysisRisk and Portfolio OptimizationEconomic theories and models