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Solving Chance-Constrained Games Using Complementarity Problems - MaRDI portal

Solving Chance-Constrained Games Using Complementarity Problems (Q2980174)

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Solving Chance-Constrained Games Using Complementarity Problems
scientific article

    Statements

    title
    Solving Chance-Constrained Games Using Complementarity Problems (English)
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    author
    Vikas Vikram Singh
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    Oualid Jouini
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    Abdel Lisser
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    publication date
    28 April 2017
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    zbMATH Keywords
    chance-constrained game
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    Nash equilibrium
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    normal distribution
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    Cauchy distribution
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    nonlinear complementarity problem
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    linear complementarity problem
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    Identifiers

    zbMATH DE Number
    6708726
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    OpenAlex ID
    W2588166089
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