,REGULARIZED TWO-STAGE STOCHASTIC VARIATIONAL INEQUALITIES FOR COURNOT-NASH EQUILIBRIUM UNDER UNCERT

来源 :计算数学(英文版) | 被引量 : 0次 | 上传用户:LoneStrong
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
A convex two-stage non-cooperative multi-agent game under uncertainty is formulated as a two-stage stochastic variational inequality (SVI).Under standard assumptions,we provide sufficient conditions for the existence of solutions of the two-stage SVI and propose a regularized sample average approximation method for solving it.We prove the convergence of the method as the regularization parameter tends to zero and the sample size tends to infinity.Moreover,our approach is applied to a two-stage stochastic production and supply planning problem with homogeneous commodity in an oligopolistic market.Numerical results based on historical data in crude oil market are presented to demonstrate the effectiveness of the two-stage SVI in describing the market share of oil producing agents.
其他文献
请下载后查看,本文暂不支持在线获取查看简介。 Please download to view, this article does not support online access to view profile.
塔下乡是江西省上高县的新棉区,历来以种植水稻为主。农民对种植棉花顾虑重重,一是无种棉技术,二是伯花工多、成本高、效益差。为了适应农业结构的调整,提高种棉经济效益,增
2006~2007年,在山东农业大学果树试验站以5年生‘早大果’甜樱桃为试材,利用稳定性同位素15N示踪技术,研究了萌芽前土施15N-尿素条件下植株对15N的吸收、分配和利用特性以及不
我打开窗,霎时,耀眼的金色阳光泻满房间,与它结伴而来的,是勃勃的生机和旺盛的活力。我,也因此感到浑身暖洋洋的。太阳造访之前,我的生活昏暗而冷清,死气沉沉,没有任何意义。在冬季,还
大年初一早晨,我兴冲冲喘吁吁地跑到我神往的湖边。急急迫迫谨谨慎慎地走着,我发现临岸两三尺远的水里,有一块可容我两脚站立的平整的石块,瞄了瞄,量了量,是满可以迈过去而不至于堕
In this paper,based on the concatenating method,we present a unified framework to construct a series of local structure-preserving algorithms for the Korteweg-d