A complementarity framework for forward contracting under uncertainty

Operations Research

Volumn 59, Issue 4, 2011, Pages 810-834

  Shanbhag, Uday V ^a   Infanger, Gerd ^b   Glynn, Peter W ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b Stanford University   (United States)

Author keywords

Complimentarity; Decomposition methods; Nash equilibrium; Stochastic programming

Indexed keywords

COMPLEMENTARITY PROBLEMS; COMPLIMENTARITY; COMPUTATIONAL TESTS; DECOMPOSITION METHODS; ELECTRICITY MARKET; EQUILIBRIUM POINT; EQUILIBRIUM PROBLEM; EQUILIBRIUM PROFITS; GLOBALLY CONVERGENT; LARGER NETWORKS; NASH EQUILIBRIUM; NASH GAMES; NUMERICAL TESTS; SPOT DECISIONS; SPOT MARKET; STOCHASTIC NASH GAMES;

GAME THEORY; PROFITABILITY; STOCHASTIC PROGRAMMING;

STOCHASTIC SYSTEMS;

EID: 80053262119     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1110.0947     Document Type: Article

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