A second-order cone programming formulation for two player zero-sum games with chance constraints (Q1719615): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2019.01.010 / rank
 
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Latest revision as of 11:58, 14 August 2024

scientific article
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A second-order cone programming formulation for two player zero-sum games with chance constraints
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    A second-order cone programming formulation for two player zero-sum games with chance constraints (English)
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    11 February 2019
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    stochastic programming
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    chance constraints
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    zero-sum game
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    saddle point equilibrium
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    second-order cone program
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