A second-order cone programming formulation for two player zero-sum games with chance constraints
type: Item
instance of: scholarly article
title: A second-order cone programming formulation for two player zero-sum games with chance constraints
zbMATH Open document ID: 1431.91006
author: V. V. Singh
author: Abdel Lisser
published in: European Journal of Operational Research
publication date: 2019-02-11T00:00:00Z
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C22
zbMATH DE Number: 7020237
zbMATH Keywords: stochastic programming
zbMATH Keywords: chance constraints
zbMATH Keywords: zero-sum game
zbMATH Keywords: saddle point equilibrium
zbMATH Keywords: second-order cone program
describes a project that uses: CVX
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.01.010
OpenAlex ID: W2911054019
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Wikidata QID: Q128607678
DOI: 10.1016/J.EJOR.2019.01.010
description: scientific article; zbMATH DE number 7020237