Random-payoff two-person zero-sum game with joint chance constraints

DOI10.1016/J.EJOR.2015.12.024MaRDI QIDQ322869zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic programmingsecond-order cone programmingjoint probabilistic constraintsrandom payofftwo-person zero-sum game

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 53256 (Why is no real title available?)
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• Random-Payoff Two-Person Zero-Sum Games
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• Solution of a Satisficing Model for Random Payoff Games
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• Stochastic games on a product state space: the periodic case
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Cited in

(14)

• Solving matrix game using rough interval payoffs
• Game with a random second player and its application to the problem of optimal fare choice
• General sum games with joint chance constraints
• A characterization of Nash equilibrium for the games with random payoffs
• Variational inequality formulation for the games with random payoffs
• Static uncertain behavioral game with application to investment problem
• Existence of Nash equilibrium for chance-constrained games
• Random games under elliptically distributed dependent joint chance constraints
• Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
• MG-CNN: a deep CNN to predict saddle points of matrix games
• Chance-constrained games with mixture distributions
• An equivalent mathematical program for games with random constraints
• Games with distributionally robust joint chance constraints
• A second-order cone programming formulation for two player zero-sum games with chance constraints

Describes a project that uses

Uses Software

• SeDuMi

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