Existence of Nash equilibrium for chance-constrained games

DOI10.1016/j.orl.2016.07.013zbMath1408.91027OpenAlexW2188009703WikidataQ57982331 ScholiaQ57982331MaRDI QIDQ1755836

Abdel Lisser, Vikas Vikram Singh, Oualid Jouini

Publication date: 11 January 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2016.07.013

zbMATH Keywords

Nash equilibriumelliptically symmetric distributionchance-constrained gamenormal/Cauchy distribution

Mathematics Subject Classification ID

Noncooperative games (91A10) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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