2 papers
math.OC2021
Pure Characteristics Demand Models and Distributionally Robust Mathematical Programs with Stochastic Complementarity Constraints
Jie Jiang, Xiaojun Chen
We formulate pure characteristics demand models under uncertainties of probability distributions as distributionally robust mathematical programs with stochastic complementarity co…
math.OC2019
Regularized two-stage stochastic variational inequalities for Cournot-Nash equilibrium under uncertainty
Jie Jiang, Yun Shi, Xiaozhou Wang +1
A convex two-stage non-cooperative multi-agent game under uncertainty is formulated as a two-stage stochastic variational inequality (SVI). Under standard assumptions, we provide s…