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Modeling and Strong Linear Programs for Mixed Integer Programming Read chapter Read first chapter

1989 | OriginalPaper | Chapter

Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets

Authors : A. Haurie, Y. Smeers, G. Zaccour

Published in: Algorithms and Model Formulations in Mathematical Programming

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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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.

previous chapter Finite-Dimensional Variational and Quasivariational Inequalities: Algorithmic Developments and Applications in Socio-Eoonomic Planning
next chapter A Dynamic Approach to Oligopolistic Market Equilibrium
Metadata
Title
Stochastic Equilibrium Programming for Dynamic Oligopolistic Markets
Authors
A. Haurie
Y. Smeers
G. Zaccour
Copyright Year
1989
Publisher
Springer Berlin Heidelberg
Book
Algorithms and Model Formulations in Mathematical Programming

Print ISBN: 978-3-642-83726-5

Electronic ISBN: 978-3-642-83724-1

Copyright Year: 1989

DOI
https://doi.org/10.1007/978-3-642-83724-1_16

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