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Start Over Author "HONGLEI XU" Journal siam journal on optimization
1 results on '"HONGLEI XU"'

1. Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms

Author

Min Zhang, Honglei Xu, and Jie Sun

Subjects
Mathematical optimization, 021103 operations research, ComputingMilieux_PERSONALCOMPUTING, 0211 other engineering and technologies, Parameterized complexity, 010103 numerical & computational mathematics, 02 engineering and technology, 01 natural sciences, Theoretical Computer Science, Quadratic equation, Stage (hydrology), Quadratic programming, 0101 mathematics, Software, Mathematics
Abstract

A model of a two-stage $N$-person noncooperative game under uncertainty is studied, in which at the first stage each player solves a quadratic program parameterized by other players' decisions and ...

Published
2019

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