Equivalent nonlinear complementarity problem for chance-constrained games

DOI10.1016/J.ENDM.2016.10.038zbMath1358.91005OpenAlexW2553279726MaRDI QIDQ510974

Abdel Lisser, Oualid Jouini, Vikas Vikram Singh

Publication date: 14 February 2017

Full work available at URL: https://doi.org/10.1016/j.endm.2016.10.038

zbMATH Keywords

Nash equilibriumnonlinear complementarity problemelliptically symmetric distributionchance-constrained game

Mathematics Subject Classification ID

2-person games (91A05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

A second-order cone programming formulation for two player zero-sum games with chance constraints ⋮ Variational inequality formulation for the games with random payoffs ⋮ General sum games with joint chance constraints

Cites Work

• On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
• Random-Payoff Two-Person Zero-Sum Games

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