An equivalent mathematical program for games with random constraints
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DOI: 10.1016/j.spl.2021.109092
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Cited by:
- 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.
- 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).
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Keywords
Chance-constrained game; Elliptically symmetric distribution; Mathematical program; Nash equilibrium;All these keywords.
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