Solving chance-constrained games using complementarity problems

DOI10.1007/978-3-319-53982-9_4MaRDI QIDQ2980174zbMATH OpenOpenAlexFDO

Authors V. V. Singh, Oualid Jouini, Abdel Lisser

Publication date 28 April 2017

Published in Operations Research and Enterprise Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-53982-9_4

zbMATH Keywords

Cauchy distributionchance-constrained gamelinear complementarity problemNash equilibriumnonlinear complementarity problemnormal distribution

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Recommendations

• Equivalent nonlinear complementarity problem for chance-constrained games
• Existence of Nash equilibrium for chance-constrained games
• A characterization of Nash equilibrium for the games with random payoffs
• An equivalent mathematical program for games with random constraints
• Chance-constrained games with mixture distributions

Cites work

• A second-order cone programming approach for linear programs with joint probabilistic constraints
• A stochastic multiple-leader Stackelberg model: analysis, computation, and application
• A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model
• Bimatrix Equilibrium Points and Mathematical Programming
• Complementarity problems in GAMS and the PATH solver
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
• Equilibrium points in n -person games
• Equilibrium Points of Bimatrix Games
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 3328016 (Why is no real title available?)
• Interval programming models for matrix games with interval payoffs
• Nonlinear Programming
• Random-Payoff Two-Person Zero-Sum Games
• Solution of a Satisficing Model for Random Payoff Games
• Stochastic Nash equilibrium problems: sample average approximation and applications
• Studying interval valued matrix games with fuzzy logic
• Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly

Cited in

(8)

• 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
• Existence of Nash equilibrium for chance-constrained games
• Variational inequality formulation for the games with random payoffs
• General sum games with joint chance constraints
• Random-payoff two-person zero-sum game with joint chance constraints
• Equivalent nonlinear complementarity problem for chance-constrained games
• Complementarity formulation of games with random payoffs

Describes a project that uses

Uses Software

• PATH Solver

This page was built for publication: Solving chance-constrained games using complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2980174)