Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

DOI10.1007/s10898-011-9719-9zbMath1275.90054OpenAlexW1997944939MaRDI QIDQ452335

Shunsuke Hayashi, Ryoichi Nishimura, Masao Fukushima

Publication date: 20 September 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9719-9

zbMATH Keywords

semidefinite programmingnon-cooperative gamesrobust Nash equilibriumsemidefinite complementarity problems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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