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

DOI10.1016/j.ejor.2015.12.024zbMath1346.91004OpenAlexW2215997563MaRDI QIDQ322869

Abdel Lisser, Jianqiang Cheng, Janny M. Y. 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)

Related Items (12)

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

Uses Software

• SeDuMi

Cites Work

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