Existence of Nash equilibrium for chance-constrained games.
Vikas Vikram SinghOualid JouiniAbdel LisserPublished in: Oper. Res. Lett. (2016)
Keyphrases
- nash equilibrium
- chance constrained
- stochastic programming
- game theory
- congestion games
- nash equilibria
- game theoretic
- robust optimization
- solution concepts
- knapsack problem
- pure strategy
- reverse logistics
- mixed strategy
- computationally tractable
- fictitious play
- stackelberg game
- pure nash equilibria
- stochastic games
- multistage
- pareto optimal
- pure nash equilibrium
- regret minimization
- worst case
- equilibrium strategies
- third party
- cooperative
- repeated games
- supply chain
- multi agent
- incomplete information
- optimization problems
- evolutionary algorithm