A class of two-stage distributionally robust games

A class of two-stage distributionally robust games

An N-person noncooperative game under uncertainty is analyzed, in which each player solves a two-stage distributionally robust optimization problem that depends on a random vector as well as on other players' decisions. Particularly, a special case is considered, where the players' optimiz...

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Bibliographic Details
Main Authors: Li, Bin, Sun, Jie, Xu, Honglei, Zhang, Min
Format: Journal Article
Language:English
Published: AMER INST MATHEMATICAL SCIENCES-AIMS 2017
Subjects:
Science & Technology
Technology
Physical Sciences
Engineering, Multidisciplinary
Operations Research & Management Science
Mathematics, Interdisciplinary Applications
Engineering
Mathematics
Conic optimization
duality
game with uncertainty
QUASI-VARIATIONAL INEQUALITIES
STOCHASTIC LINEAR-PROGRAMS
GENERALIZED NASH GAMES
COMPLEMENTARITY-PROBLEMS
NONCOOPERATIVE GAMES
CONVEX-OPTIMIZATION
RISK
EQUILIBRIA
UNCERTAINTY
ALGORITHMS
Online Access:http://purl.org/au-research/grants/arc/DP160102819
http://hdl.handle.net/20.500.11937/90814

Internet

http://purl.org/au-research/grants/arc/DP160102819
http://hdl.handle.net/20.500.11937/90814

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