A data-driven distributionally robust game using Wasserstein distance

DOI10.1007/978-3-030-64793-3_22zbMath1484.91071OpenAlexW3113509194MaRDI QIDQ2056963

Guanze Peng, Tao Zhang, Quanyan Zhu

Publication date: 8 December 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-64793-3_22

zbMATH Keywords

mathematical programmingdata-driven optimizationdistributionally robust game

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Games with incomplete information, Bayesian games (91A27)

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Cites Work

• Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
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