Random games under elliptically distributed dependent joint chance constraints
type: Item
instance of: scholarly article
title: Random games under elliptically distributed dependent joint chance constraints
zbMATH Open document ID: 1503.91026
author: Hoang Nam Nguyen
author: Abdel Lisser
author: V. V. Singh
published in: Journal of Optimization Theory and Applications
publication date: 2022-10-04T00:00:00Z
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 7595947
zbMATH Keywords: chance-constrained game
zbMATH Keywords: elliptical distributions
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: Archimedean copulas
MaRDI profile type: Publication
full work available at URL: s10957-022-02077-0
OpenAlex ID: W3200074560
cites work: Q4226167
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: A Social Equilibrium Existence Theorem*
cites work: Applications of a theorem concerning sets with convex sections
cites work: Q3996150
cites work: Convexity of chance constraints with independent random variables
cites work: Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
cites work: Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
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: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
cites work: Non-cooperative games
cites work: An introduction to copulas.
cites work: Q5605051
cites work: Games with distributionally robust joint chance constraints
cites work: General sum games with joint chance constraints
cites work: Chance-constrained games with mixture distributions
cites work: On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
cites work: Stability analysis for stochastic programs
cites work: On the distributional transform, Sklar's theorem, and the empirical copula process
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: A characterization of Nash equilibrium for the games with random payoffs
cites work: A second-order cone programming formulation for two player zero-sum games with chance constraints
cites work: An equivalent mathematical program for games with random constraints
cites work: Q3281461
cites work: Eventual convexity of probability constraints with elliptical distributions
DOI: 10.1007/S10957-022-02077-0
description: scientific article; zbMATH DE number 7595947