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

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scientific article; zbMATH DE number 7020237
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    A second-order cone programming formulation for two player zero-sum games with chance constraints
    scientific article; zbMATH DE number 7020237

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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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