Chance-constrained games with mixture distributions (Q2238757)

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English	Chance-constrained games with mixture distributions	scientific article

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scholarly article

Chance-constrained games with mixture distributions (English)

Vikas Vikram Singh

Mathematical Methods of Operations Research

publication date

2 November 2021

full work available at URL

https://hal-centralesupelec.archives-ouvertes.fr/hal-03106544/file/CCG_Mixture_distribution.pdf

zbMATH Keywords

chance-constrained game

mixture of elliptical distributions

Nash equilibrium

portfolio

describes a project that uses

MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

10.1007/s00186-021-00747-9

Mathematics Subject Classification ID

zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:2238757

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