A data-driven distributionally robust game using Wasserstein distance
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Publication:2056963
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Cites work
- Correlated Equilibrium as an Expression of Bayesian Rationality
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- Game theory. Translated from the Hebrew by Ziv Hellman and edited by Mike Borns
- Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
- Optimal Transport
- Robust game theory
Cited in
(4)- Robust data sampling in machine learning: a game-theoretic framework for training and validation data selection
- Distributionally robust chance constrained games under Wasserstein ball
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- On ambiguity-averse market equilibrium
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