Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
DOI10.1007/S10898-011-9719-9zbMATH Open1275.90054OpenAlexW1997944939MaRDI QIDQ452335FDOQ452335
Authors: Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima 
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
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semidefinite programmingnon-cooperative gamesrobust Nash equilibriumsemidefinite complementarity problems
Semidefinite programming (90C22) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
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Cited In (12)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- Title not available (Why is that?)
- Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation
- Two-stage non-cooperative games with risk-averse players
- Complementarity problems with respect to Loewnerian cones
- A class of two-stage distributionally robust games
- On Nash-Stackelberg-Nash games under decision-dependent uncertainties: model and equilibrium
- Gradient projection method on the sphere, complementarity problems and copositivity
- Second-order cone reformulation and the price of anarchy of a robust Nash-Cournot game
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
- A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
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