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

DOI10.1016/j.ejor.2019.01.010zbMath1431.91006OpenAlexW2911054019WikidataQ128607678 ScholiaQ128607678MaRDI QIDQ1719615

Abdel Lisser, Vikas Vikram Singh

Publication date: 11 February 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.01.010

zbMATH Keywords

stochastic programmingzero-sum gamechance constraintssecond-order cone programsaddle point equilibrium

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) 2-person games (91A05)

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Uses Software

• CVX

Cites Work

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