Variational inequality formulation for the games with random payoffs
type: Item
instance of: scholarly article
title: Variational inequality formulation for the games with random payoffs
zbMATH Open document ID: 1418.91034
author: V. V. Singh
author: Abdel Lisser
published in: Journal of Global Optimization
publication date: 2018-12-27T00:00:00Z
Mathematics Subject Classification ID: 91A10
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 6996813
zbMATH Keywords: chance-constrained games
zbMATH Keywords: variational inequality
zbMATH Keywords: elliptically symmetric distribution
zbMATH Keywords: generalized Nash equilibrium
zbMATH Keywords: Cournot competition
MaRDI profile type: Publication
full work available at URL: s10898-018-0664-8
OpenAlex ID: W2804463399
cites work: The equivalence of linear programs and zero-sum games
cites work: Q4226167
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: Random-payoff two-person zero-sum game with joint chance constraints
cites work: Q5808751
cites work: On generalized Nash games and variational inequalities
cites work: Finite-Dimensional Variational Inequalities and Complementarity Problems
cites work: Q3996150
cites work: On generalized Nash equilibrium in infinite dimension: the Lagrange multipliers approach
cites work: Structural properties of linear probabilistic constraints
cites work: Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
cites work: Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games
cites work: A generalization of Brouwer's fixed point theorem
cites work: Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
cites work: Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
cites work: On the variational equilibrium as a refinement of the generalized Nash equilibrium
cites work: Equilibrium Points of Bimatrix Games
cites work: Equilibrium points in n -person games
cites work: Q4838490
cites work: On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
cites work: Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
cites work: Equivalent nonlinear complementarity problem for chance-constrained games
cites work: Existence of Nash equilibrium for chance-constrained games
cites work: Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
cites work: Stochastic Nash equilibrium problems: sample average approximation and applications
cites work: Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games
Wikidata QID: Q129774879
DOI: 10.1007/S10898-018-0664-8
description: scientific article; zbMATH DE number 6996813