A second-order cone programming formulation for two player zero-sum games with chance constraints (Q1719615)
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scientific article; zbMATH DE number 7020237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order cone programming formulation for two player zero-sum games with chance constraints |
scientific article; zbMATH DE number 7020237 |
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A second-order cone programming formulation for two player zero-sum games with chance constraints (English)
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11 February 2019
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stochastic programming
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chance constraints
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zero-sum game
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saddle point equilibrium
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second-order cone program
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