Games with distributionally robust joint chance constraints
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Publication:2047188
DOI10.1007/s11590-021-01700-9zbMath1471.91012OpenAlexW3123105029MaRDI QIDQ2047188
Eshan Balachandar, Shen Peng, Abdel Lisser, Nalin Gupta, Vikas Vikram Singh
Publication date: 19 August 2021
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://hal-centralesupelec.archives-ouvertes.fr/hal-03106377/file/DRO_Games_OPTL_revised.pdf
Nash equilibriumelectricity marketdistributionally robust optimizationchance-constrained gamenonnegative support
Noncooperative games (91A10) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Related Items (5)
Distributionally robust chance constrained games under Wasserstein ball ⋮ On ambiguity-averse market equilibrium ⋮ Complementarity formulation of games with random payoffs ⋮ Chance-constrained games with mixture distributions ⋮ Random games under elliptically distributed dependent joint chance constraints
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