| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| A Homotopy Method for Equilibrium Programming under Uncertainty. | |
| Rosa CH | |
| 发表日期 | 1996 |
| 出版者 | IIASA, Laxenburg, Austria: WP-96-044 |
| 出版年 | 1996 |
| 语种 | 英语 |
| 摘要 | We consider a homotopy method for solving stochastic Nash equilibrium models. The algorithm works by following, via a predictor-corrector method, the one-dimensional manifold of the homotopy constructed to connect the systems of equations describing the solution set of the scenario equilibrium model (no nonanticipativity constraints) and the stochastic equilibrium model. The predictor and corrector phases of this homotopy method require the usual solutions of large linear systems, a computationally expensive task, which we render less difficult through our use of Jacobi techniques designed to take advantage of the problem's near separability across scenarios. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/4982/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124613 |
| 推荐引用方式 GB/T 7714 | Rosa CH. A Homotopy Method for Equilibrium Programming under Uncertainty.. 1996. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-96-044.pdf（236KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Rosa CH]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Rosa CH]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Rosa CH]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
