Generalized Nash Equilibrium Problem Involving Uncertain Random Variable

2018 3rd International Conference on Insulating Materials, Material Application and Electrical Engineering

材料科学;无线电电子学;电工学

Jia, Zhifu^1

School of Mathematics and Information Science, North Minzu University, Yinchuan, Ningxia

750021, China^1

关键词: Convergence results;    Corresponding solutions;    Generalized Nash equilibrium problems;    Nash equilibrium problems;    NCP function;    Non-linear complementarity problems;    Quasi Monte Carlo methods;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/452/3/032047/pdf
DOI  :  10.1088/1757-899X/452/3/032047

学科分类：材料科学（综合）

来源: IOP

【 摘 要 】

This paper investigates Nash equilibrium problem with uncertain random variable which is a tool to deal with a mixture of uncertainty and randomness. By using nonlinear complementarity problem function (denoted by NCP function), quasi-Monte Carlo method and inverse uncertain distribution method, the expected minimization model is put forward,the method of solution and convergence result of the corresponding solution are given.