Open AccessSmoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
Author(s) -
Mei Ju Luo,
Yi Zeng Chen
Publication year - 2015
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.1
Subject(s) - smoothing , mathematics , mathematical optimization , differentiable function , nash equilibrium , residual , range (aeronautics) , convergence (economics) , mathematical analysis , algorithm , statistics , materials science , economics , composite material , economic growth