Chance-constrained games with mixture distributions (Q2238757): Difference between revisions

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-Vikas Vikram Singh
@@ Property / author: Vikas Vikram Singh / rank @@
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@@ Property / author @@
+Vikas Vikram Singh
@@ Property / author: Vikas Vikram Singh / rank @@
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+QRM
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+MaRDI publication profile
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+W3154124063
@@ Property / OpenAlex ID: W3154124063 / rank @@
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@@ Property / cites work @@
+Q4226167
@@ Property / cites work: Q4226167 / rank @@
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@@ Property / cites work @@
+Random-Payoff Two-Person Zero-Sum Games
@@ Property / cites work: Random-Payoff Two-Person Zero-Sum Games / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization when asset returns have the Gaussian mixture distribution
+Normal rank
@@ Property / cites work @@
+Solution of a Satisficing Model for Random Payoff Games
+Normal rank
@@ Property / cites work @@
+Random-payoff two-person zero-sum game with joint chance constraints
+Normal rank
@@ Property / cites work @@
+A second-order cone programming approach for linear programs with joint probabilistic constraints
+Normal rank
@@ Property / cites work @@
+A Social Equilibrium Existence Theorem*
@@ Property / cites work: A Social Equilibrium Existence Theorem* / rank @@
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@@ Property / cites work @@
+The complexity of pure Nash equilibria
@@ Property / cites work: The complexity of pure Nash equilibria / rank @@
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@@ Property / cites work @@
+Applications of a theorem concerning sets with convex sections
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@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
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@@ Property / cites work @@
+Mixtures of \(t\)-distributions for finance and forecasting
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@@ Property / cites work @@
+Structural properties of linear probabilistic constraints
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@@ Property / cites work @@
+Convexity of chance constraints with independent random variables
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@@ Property / cites work @@
+VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS
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+\(\varDelta \)-VaR and\(\varDelta \)-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
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@@ Property / cites work @@
+Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
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+Equilibrium selection for multi-portfolio optimization
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+Stochastic geometric optimization with joint probabilistic constraints
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+Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
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+Portfolio optimization with linear and fixed transaction costs
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Potential games
@@ Property / cites work: Potential games / rank @@
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@@ Property / cites work @@
+Equilibrium points in             <i>n</i>             -person games
@@ Property / cites work: Equilibrium points in <i>n</i> -person games / rank @@
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@@ Property / cites work @@
+General sum games with joint chance constraints
@@ Property / cites work: General sum games with joint chance constraints / rank @@
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@@ Property / cites work @@
+Games with distributionally robust joint chance constraints
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@@ Property / cites work @@
+On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
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+Existence of Nash equilibrium for chance-constrained games
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+A characterization of Nash equilibrium for the games with random payoffs
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+A second-order cone programming formulation for two player zero-sum games with chance constraints
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