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高校应用数学学报
Applied Mathematics A Journal of Chinese Universities  2016, Vol. 31 Issue (1): 57-62    DOI:
    
Sample average method for solving stochastic generalized Nash equilibrium problem
WANG Zhong-xing
Shenyang polytechnic College, Shenyang 110045, China
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Abstract  This paper is concerned with the stochastic generalized Nash equilibrium problem. A variational inequality form reformulation for SGNEP is proposed. Then by employing the expected residual minimization method, a new model is obtained to solve this problem. Finally, by using quasiMonte Carlo method, this model can be solved.

Key words： stochastic generalized Nash equilibrium problem      variational inequality      expected residual minimization      quasi Monte Carlo method     
Received: 25 November 2014      Published: 17 May 2018
CLC:  O225  
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WANG Zhong-xing
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WANG Zhong-xing. Sample average method for solving stochastic generalized Nash equilibrium problem. Applied Mathematics A Journal of Chinese Universities, 2016, 31(1): 57-62.

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http://www.zjujournals.com/amjcua/     OR     http://www.zjujournals.com/amjcua/Y2016/V31/I1/57


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