Stochastic programs as non-zero sum games
作者:
JATIK. SENGUPTA,
期刊:
International Journal of Systems Science
(Taylor Available online 1980)
卷期:
Volume 11,
issue 10
页码: 1145-1162
ISSN:0020-7721
年代: 1980
DOI:10.1080/00207728008967080
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Two formulations of stochastic LP problems as two-person non-zero sum games exe suggested here and their optimal Nash equilibrium strategies characterized. The theorems serve to generalize the solution concept in stochastic linear programming and have therefore potential applicability m empirical situations.
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