交通网络下的多厂商两阶段随机非合作博弈问题——基于随机变分不等式

doi:10.15960/j.cnki.issn.1007-6093.2019.03.007

Abstract

Abstract: In this paper, we discuss the two-stage stochastic non-cooperative game of manufacturers with production, transportation and sales under stochastic market environment. Firstly, we establish a model of the two-stage stochastic non-cooperative game, and then transform it into a two-stage stochastic variational inequality (SVI). Under mild assumptions, it is proved that there exists an equilibrium solution to the game problem, and it is solved by Progressive Hedging Method (PHM). Finally, the market behavior of manufacturers is analyzed and studied by changing the distribution of random variables and cost parameters in the model.

Key words: transportation network, stochastic non-cooperative game, two-stage stochastic variational inequality, Nash equilibrium, existence of solutions

CLC Number:

O221
O225

HOU Lina, SUN Hailin. Two-stage stochastic non-cooperative multi-vendor game under the transportation network-based on stochastic variational inequarity[J]. Operations Research Transactions, 2019, 23(3): 91-108.

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Two-stage stochastic non-cooperative multi-vendor game under the transportation network-based on stochastic variational inequarity

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