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Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets

  • A. Haurie
  • Y. Smeers
  • G. Zaccour
Conference paper
Part of the NATO ASI Series book series (volume 51)

Abstract

The aim of this paper is to clarify the relationship between the stochastic programming and dynamic programming approaches for the modelling of dynamic equilibria in a class of uncertain systems.

Keywords

Nash Equilibrium Stochastic Programming Electricity Market Loop Strategy Dynamic Programming Approach 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer-Verlag Berlin Heidelberg 1989

Authors and Affiliations

  • A. Haurie
    • 1
  • Y. Smeers
    • 2
  • G. Zaccour
    • 1
  1. 1.MarketingEcole des Hautes Etudes CommercialesCanada
  2. 2.COREUniversité Catholique de LouvainBelgium

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