A second-order cone programming formulation for two player zero-sum games with chance constraints
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DOI: 10.1016/j.ejor.2019.01.010
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Cited by:
- Nguyen, Hoang Nam & Lisser, Abdel & Singh, Vikas Vikram, 2024. "Random games under normal mean–variance mixture distributed independent linear joint chance constraints," Statistics & Probability Letters, Elsevier, vol. 208(C).
- Ming Liu & Rongfan Liu & E Zhang & Chengbin Chu, 2022. "Eco-friendly container transshipment route scheduling problem with repacking operations," Journal of Combinatorial Optimization, Springer, vol. 43(5), pages 1010-1035, July.
- Filippo Fabiani & Barbara Franci, 2023. "On Distributionally Robust Generalized Nash Games Defined over the Wasserstein Ball," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 298-309, October.
- Ming Liu & Rongfan Liu & E Zhang & Chengbin Chu, 0. "Eco-friendly container transshipment route scheduling problem with repacking operations," Journal of Combinatorial Optimization, Springer, vol. 0, pages 1-26.
- Hoang Nam Nguyen & Abdel Lisser & Vikas Vikram Singh, 2022. "Random Games Under Elliptically Distributed Dependent Joint Chance Constraints," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 249-264, October.
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Keywords
Stochastic programming; Chance constraints; Zero-sum game; Saddle point equilibrium; Second-order cone program;All these keywords.
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