Generalized Nash Equilibrium Problem Involving Uncertain Random Variable

[摘要] This paper investigates Nash equilibrium problem with uncertain random variable which is a tool to deal with a mixture of uncertainty and randomness. By using nonlinear complementarity problem function (denoted by NCP function), quasi-Monte Carlo method and inverse uncertain distribution method, the expected minimization model is put forward,the method of solution and convergence result of the corresponding solution are given.

[发布机构] School of Mathematics and Information Science, North Minzu University, Yinchuan, Ningxia; 750021, China^1

[效力级别] 无线电电子学 [学科分类] 材料科学（综合）

[关键词] Convergence results;Corresponding solutions;Generalized Nash equilibrium problems;Nash equilibrium problems;NCP function;Non-linear complementarity problems;Quasi Monte Carlo methods