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Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets

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Haurie, A. Zaccour, G. Smeers, Yves [UCL]
Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 1990
Language Anglais
Journal information "Journal of Optimization Theory and Applications" - Vol. 66, no. 2, p. 243-253 (1990)
Peer reviewed yes
Publisher Plenum Publ Corp (New York)
issn 0022-3239
e-issn 1573-2878
Publication status Publié
Affiliation UCL - FSA/INMA - Département d'ingénierie mathématique
Links
  1. Wets, R. B.,Stochastic Programming: Solution Techniques and Approximation Schemes, Mathematical Programming, The State of the Art, Edited by A. Bachen, M. Groetschel, and B. Korte, Springer-Verlag, Berlin, Germany, 1983.
  2. Ermoliev, Y., andWets, R. B.,Numerical Techniques for Stochastic Optimization Problems, International Institute for Applied System Analysis, Laxemburg, Austria, 1985.
  3. Cohen, G., andChaplais, F.,Algorithmes Numériques pour les Équilibres de Nash, RAIRO, Recherche Opérationnelle, Vol. 20, pp. 273?293, 1986.
  4. Dafermos, S. C.,An Iterative Scheme for Variational Inequalities, Mathematical Programming, Vol. 29, pp. 40?47, 1983.
  5. Harker, P. T.,A Variational Inequality Approach for the Determination of Oligopolistic Market Equilibrium, Mathematical Programming, Vol. 30, pp. 105?111, 1984.
  6. Marcotte, P.,Quelques Notes et Résultats Nouveaux sur le Problème d'Équilibre d'un Oligopole, RAIRO, Recherche Opérationnelle, Vol. 18, pp. 147?171, 1984.
  7. Pang, J. S., andChan, D.,Iterative Methods for Variational and Complementarity Problems, Mathematical Programming, Vol. 24, pp. 284?313, 1982.
  8. Isaacs, R.,Differential Games, Wiley, New York, New York, 1965.
  9. Leitmann George, Cooperative and Non-Cooperative Many Players Differential Games, ISBN:9783211812754, 10.1007/978-3-7091-2914-2
  10. Basar, T., andOlsder, G. J.,Dynamic Noncooperative Games, Academic Press, New York, New York, 1982.
  11. Breton, M., Filar, J. A., Haurie, A., andSchultz, T. A.,On the Computation of Equilibria in Discounted Stochastic Dynamic Games, Dynamic Games and Applications in Economics, Edited by T. Basar, Springer-Verlag, Berlin, Germany, pp. 64?87, 1986.
  12. Selten, R.,Reexamination of the Perfectness Concept for Equilibrium Points in Extensive Games, International Journal of Game Theory, Vol. 4, pp. 25?55, 1975.
  13. Murphy, F. H., Sherali, H. D., andSoyster, A. L.,A Mathematical Programming Approach for Determining Oligopolistic Market Equilibria, Mathematical Programming, Vol. 24, pp. 92?106, 1982.
  14. Friedman, J. W.,Oligopoly and the Theory of Games, North-Holland, Amsterdam, Holland, 1977.
  15. Haurie, A., Legrand, J. Smeers, Y., andZaccour, G.,A Dynamic Stochastic Nash-Cournot Model for the European Gas Market (to appear).
Bibliographic reference Haurie, A. ; Zaccour, G. ; Smeers, Yves. Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets. In: Journal of Optimization Theory and Applications, Vol. 66, no. 2, p. 243-253 (1990)
Permanent URL http://hdl.handle.net/2078.1/52006