Random-payoff two-person zero-sum game with joint chance constraints
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Publication:322869
DOI10.1016/J.EJOR.2015.12.024zbMATH Open1346.91004OpenAlexW2215997563MaRDI QIDQ322869FDOQ322869
Authors: Jianqiang Cheng, Abdel Lisser, Janny Leung 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.12.024
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stochastic programmingsecond-order cone programmingjoint probabilistic constraintsrandom payofftwo-person zero-sum game
Cites Work
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- Solution of a Satisficing Model for Random Payoff Games
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Cited In (14)
- A second-order cone programming formulation for two player zero-sum games with chance constraints
- Solving matrix game using rough interval payoffs
- Game with a random second player and its application to the problem of optimal fare choice
- A characterization of Nash equilibrium for the games with random payoffs
- Existence of Nash equilibrium for chance-constrained games
- MG-CNN: a deep CNN to predict saddle points of matrix games
- Games with distributionally robust joint chance constraints
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- General sum games with joint chance constraints
- Static uncertain behavioral game with application to investment problem
- Variational inequality formulation for the games with random payoffs
- Random games under elliptically distributed dependent joint chance constraints
- Chance-constrained games with mixture distributions
- An equivalent mathematical program for games with random constraints
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