Solving Chance-Constrained Games Using Complementarity Problems
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Publication:2980174
DOI10.1007/978-3-319-53982-9_4zbMath1360.91022OpenAlexW2588166089MaRDI QIDQ2980174
Abdel Lisser, Oualid Jouini, Vikas Vikram Singh
Publication date: 28 April 2017
Published in: Operations Research and Enterprise Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-53982-9_4
linear complementarity problemNash equilibriumnormal distributionnonlinear complementarity problemCauchy distributionchance-constrained game
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