Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

DOI10.1007/s10898-011-9719-9zbMath1275.90054MaRDI QIDQ452335

Masao Fukushima, Ryoichi Nishimura, Shunsuke Hayashi

Publication date: 20 September 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9719-9

zbMATH Keywords

semidefinite programming; non-cooperative games; robust Nash equilibrium; semidefinite complementarity problems

Mathematics Subject Classification ID

90C22: Semidefinite programming

91A10: Noncooperative games

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)