Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
type: Item
instance of: scholarly article
title: Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
zbMATH Open document ID: 1411.91021
author: V. V. Singh
author: Oualid Jouini
author: Abdel Lisser
published in: Optimization Letters
publication date: 2017-11-09T00:00:00Z
Mathematics Subject Classification ID: 91A06
Mathematics Subject Classification ID: 90C22
zbMATH DE Number: 6804657
zbMATH Keywords: distributionally robust chance-constrained games
zbMATH Keywords: chance constraints
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: semidefinite programming
zbMATH Keywords: mathematical program
MaRDI profile type: Publication
full work available at URL: s11590-016-1077-6
OpenAlex ID: W2509713345
cites work: The equivalence of linear programs and zero-sum games
cites work: Nonlinear Programming
cites work: Random-Payoff Two-Person Zero-Sum Games
cites work: Solution of a Satisficing Model for Random Payoff Games
cites work: Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
cites work: Q5611566
cites work: Distributionally Robust Stochastic Knapsack Problem
cites work: Random-payoff two-person zero-sum game with joint chance constraints
cites work: A second-order cone programming approach for linear programs with joint probabilistic constraints
cites work: Q5808751
cites work: A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application
cites work: Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
cites work: Q5694955
cites work: Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
cites work: A generalization of Brouwer's fixed point theorem
cites work: Equilibrium Points of Bimatrix Games
cites work: Cournot outcomes under Bertrand-Edgeworth competition with demand uncertainty
cites work: Two-person nonzero-sum games and quadratic programming
cites work: Equilibrium points in n -person games
cites work: Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
cites work: A Survey of the S-Lemma
cites work: Q4838490
cites work: On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
cites work: Convex Analysis
cites work: On duality theory of conic linear problems.
cites work: Existence of Nash equilibrium for chance-constrained games
cites work: A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model
cites work: Stochastic Nash equilibrium problems: sample average approximation and applications
DOI: 10.1007/S11590-016-1077-6
description: scientific article; zbMATH DE number 6804657