A second-order cone programming formulation for two player zero-sum games with chance constraints.
Vikas Vikram SinghAbdel LisserPublished in: Eur. J. Oper. Res. (2019)
Keyphrases
- chance constraints
- robust optimization
- perfect information
- imperfect information
- chance constrained
- optimal strategy
- semidefinite programming
- quadratic programming
- convex optimization
- game theoretic
- mathematical programming
- stochastic programming
- genetic algorithm
- computational complexity
- game tree
- lower bound
- reinforcement learning