Robust optimization with applications to game theory
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Cites work
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- Applications of second-order cone programming
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Equilibrium points in n -person games
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- Generalized Nash equilibrium problems and Newton methods
- Non-cooperative games
- On an Extension of Condition Number Theory to Nonconic Convex Optimization
- On generalized Nash games and variational inequalities
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Robust game theory
- Robust linear optimization under general norms.
- Robust solutions of uncertain linear programs
- Selected topics in robust convex optimization
- Smoothing functions for second-order-cone complementarity problems
- Tractable approximations to robust conic optimization problems
Cited in
(19)- On discounted stochastic games with incomplete information on payoffs and a security application
- Robust games: theory and application to a Cournot duopoly model
- Linear complementarity problems on extended second order cones
- How to project onto extended second order cones
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game.
- A robust optimization approach for solving two-person games under interval uncertainty
- A class of two-stage distributionally robust games
- Robust game theory
- Robust market equilibria under uncertain cost
- scientific article; zbMATH DE number 5964918 (Why is no real title available?)
- A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
- Second-order cone reformulation and the price of anarchy of a robust Nash-Cournot game
- Robust multiple objective game theory
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- scientific article; zbMATH DE number 2212211 (Why is no real title available?)
- Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression
- Game formulations for structural optimization under uncertainty
- Gradient projection method on the sphere, complementarity problems and copositivity
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