Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
From MaRDI portal
Publication:398504
DOI10.1016/j.jfranklin.2013.10.004zbMath1293.91011OpenAlexW1982679970MaRDI QIDQ398504
Publication date: 15 August 2014
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2013.10.004
2-person games (91A05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Unnamed Item
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- Robust linear optimization under general norms.
- Formulation of Bayesian analysis for games with incomplete information
- Robust solutions of uncertain linear programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Tractable approximations to robust conic optimization problems
- Robust game theory
- Non-cooperative games
- Robust Convex Optimization
- A Robust Optimization Perspective on Stochastic Programming
- The Price of Robustness
- Robust optimization with applications to game theory
- Efficient and Durable Decision Rules with Incomplete Information
- Robust Solutions to Uncertain Semidefinite Programs
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Adversarial Risk Analysis: A Level-k Approach
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Equilibrium points in n -person games
