A characterization of Nash equilibrium for the games with random payoffs

DOI10.1007/S10957-018-1343-0zbMath1419.91027OpenAlexW2884253311WikidataQ129561242 ScholiaQ129561242MaRDI QIDQ1730841

Vikas Vikram Singh, Abdel Lisser

Publication date: 6 March 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1343-0

zbMATH Keywords

Nash equilibriumquadratic programCauchy distributionelliptically symmetric distributionmathematical programchance-constrained games

Mathematics Subject Classification ID

Noncooperative games (91A10) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) 2-person games (91A05)

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Search for Nash equilibria in bimatrix games with probability and quantile payoff functions ⋮ Distributionally robust chance constrained games under Wasserstein ball ⋮ Complementarity formulation of games with random payoffs ⋮ A second-order cone programming formulation for two player zero-sum games with chance constraints ⋮ Chance-constrained games with mixture distributions ⋮ An equivalent mathematical program for games with random constraints ⋮ CCGnet: a deep learning approach to predict Nash equilibrium of chance-constrained games ⋮ General sum games with joint chance constraints ⋮ Games with distributionally robust joint chance constraints ⋮ Random games under elliptically distributed dependent joint chance constraints ⋮ Fuzzy equilibrium via best proximity pairs in abstract economies

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