A class of two-stage distributionally robust games

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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

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