Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
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Publication:1676488
DOI10.1007/s11590-016-1077-6zbMath1411.91021OpenAlexW2509713345MaRDI QIDQ1676488
Abdel Lisser, Vikas Vikram Singh, Oualid Jouini
Publication date: 9 November 2017
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-016-1077-6
semidefinite programmingNash equilibriumchance constraintsmathematical programdistributionally robust chance-constrained games
Related Items (14)
Distributionally robust chance constrained games under Wasserstein ball ⋮ On ambiguity-averse market equilibrium ⋮ Solving Chance-Constrained Games Using Complementarity Problems ⋮ A second-order cone programming formulation for two player zero-sum games with chance constraints ⋮ A characterization of Nash equilibrium for the games with random payoffs ⋮ A survey of decision making and optimization under uncertainty ⋮ An equivalent mathematical program for games with random constraints ⋮ Existence of Nash equilibrium for chance-constrained games ⋮ Variational inequality formulation for the games with random payoffs ⋮ Counterfactual regret minimization for integrated cyber and air defense resource allocation ⋮ General sum games with joint chance constraints ⋮ Games with distributionally robust joint chance constraints ⋮ A data-driven distributionally robust game using Wasserstein distance ⋮ Random games under elliptically distributed dependent joint chance constraints
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