scholarly journals An approximation scheme for a class of risk-averse stochastic equilibrium problems

2016 ◽  
Vol 157 (2) ◽  
pp. 451-481 ◽  
Author(s):  
Juan Pablo Luna ◽  
Claudia Sagastizábal ◽  
Mikhail Solodov
Keyword(s):  
Approximation Scheme ◽  
Equilibrium Problems ◽  
Risk Averse ◽  
Stochastic Equilibrium

scholarly journals On the existence and stability of solutions to stochastic equilibrium problems

2020 ◽  
Author(s):  
Anh Quoc Lam ◽  
Hai Xuan Nguyen ◽  
Kien Trung Nguyen ◽  
Quan Hong Nguyen ◽  
Dang Thi My Van
Keyword(s):  
Stochastic Optimization ◽  
Equilibrium Problems ◽  
Existence Of Solutions ◽  
Optimization Problems ◽  
Lower Semicontinuous ◽  
Probability Measures ◽  
Stability Of Solutions ◽  
Stochastic Equilibrium ◽  
Special Cases ◽  
Existence And Stability

In this paper we consider stochastic equilibrium problems involving parameter of probability measures. Employing KKM-Fan xed point theorem, conditions for the existence of solutions to such problems are established. We then propose new metric concepts on the underlying stochastic spaces and study some properties corresponding to these metrics. Afterwards, we study sucient conditions for the solution mappings of such problems, that are closed, upper (lower) semicontinuous and continuous with respect to the mentioned metrics. Finally, the special cases of stochastic optimization problems are taken into account as the applications.

scholarly journals Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

Optimization ◽  
2013 ◽  
Vol 62 (12) ◽  
pp. 1627-1650 ◽  
Author(s):  
Dali Zhang ◽  
Huifu Xu
Keyword(s):  
Equilibrium Problems ◽  
Equilibrium Constraints ◽  
Numerical Schemes ◽  
Two Stage ◽  
Stochastic Equilibrium

scholarly journals Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian

2017 ◽  
Vol 53 (1) ◽  
pp. 315-342 ◽  
Author(s):  
Julio Deride ◽  
Alejandro Jofré ◽  
Roger J-B Wets
Keyword(s):  
Equilibrium Problems ◽  
Stochastic Equilibrium
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