Random games under elliptically distributed dependent joint chance constraints
From MaRDI portal
Publication:2082241
DOI10.1007/s10957-022-02077-0zbMath1503.91026OpenAlexW3200074560MaRDI QIDQ2082241
Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh
Publication date: 4 October 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-022-02077-0
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random-payoff two-person zero-sum game with joint chance constraints
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Convexity of chance constraints with independent random variables
- Stability analysis for stochastic programs
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- 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
- A second-order cone programming approach for linear programs with joint probabilistic constraints
- Games with distributionally robust joint chance constraints
- Chance-constrained games with mixture distributions
- An equivalent mathematical program for games with random constraints
- General sum games with joint chance constraints
- Eventual convexity of probability constraints with elliptical distributions
- Applications of a theorem concerning sets with convex sections
- Non-cooperative games
- A generalization of Brouwer's fixed point theorem
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- A Social Equilibrium Existence Theorem*