Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets
Part of the NATO ASI Series book series (volume 51)
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.
KeywordsNash Equilibrium Stochastic Programming Electricity Market Loop Strategy Dynamic Programming Approach
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© Springer-Verlag Berlin Heidelberg 1989