An equivalent mathematical program for games with random constraints
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Publication:2244431
DOI10.1016/j.spl.2021.109092zbMath1475.91008MaRDI QIDQ2244431
Abdel Lisser, Monika Arora, Vikas Vikram Singh
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://hal-centralesupelec.archives-ouvertes.fr/hal-03106551/file/Games_chanceconstrained.pdf
Nash equilibrium; elliptically symmetric distribution; chance-constrained game; mathematical program
90C90: Applications of mathematical programming
91A10: Noncooperative games
91A06: (n)-person games, (n>2)
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