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...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Language: | English |
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AMER INST MATHEMATICAL SCIENCES-AIMS
2017
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| Subjects: | |
| Online Access: | http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/90814 |
| _version_ | 1848765435883814912 |
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| author | Li, Bin Sun, Jie Xu, Honglei Zhang, Min |
| author_facet | Li, Bin Sun, Jie Xu, Honglei Zhang, Min |
| author_sort | Li, Bin |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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' optimization problems are linear at both stages, and it is shown that the Nash equilibrium of this game can be obtained by solving a conic linear variational inequality problem. |
| first_indexed | 2025-11-14T11:35:13Z |
| format | Journal Article |
| id | curtin-20.500.11937-90814 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T11:35:13Z |
| publishDate | 2017 |
| publisher | AMER INST MATHEMATICAL SCIENCES-AIMS |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-908142023-04-19T07:24:13Z A class of two-stage distributionally robust games Li, Bin Sun, Jie Xu, Honglei Zhang, Min 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 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' optimization problems are linear at both stages, and it is shown that the Nash equilibrium of this game can be obtained by solving a conic linear variational inequality problem. 2017 Journal Article http://hdl.handle.net/20.500.11937/90814 10.3934/JIMO.2018048 English http://purl.org/au-research/grants/arc/DP160102819 http://creativecommons.org/licenses/by/4.0/ AMER INST MATHEMATICAL SCIENCES-AIMS fulltext |
| spellingShingle | 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 Li, Bin Sun, Jie Xu, Honglei Zhang, Min A class of two-stage distributionally robust games |
| title | A class of two-stage distributionally robust games |
| title_full | A class of two-stage distributionally robust games |
| title_fullStr | A class of two-stage distributionally robust games |
| title_full_unstemmed | A class of two-stage distributionally robust games |
| title_short | A class of two-stage distributionally robust games |
| title_sort | class of two-stage distributionally robust games |
| topic | 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 |
| url | http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/90814 |