Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium.
Vikas Vikram SinghOualid JouiniAbdel LisserPublished in: Optim. Lett. (2017)
Keyphrases
- nash equilibrium
- robust optimization
- chance constrained
- stochastic games
- stochastic programming
- game theory
- game theoretic
- nash equilibria
- solution concepts
- mathematical programming
- congestion games
- pareto optimal
- mixed strategy
- pure nash equilibria
- fictitious play
- multistage
- stackelberg game
- repeated games
- decision theory
- worst case
- pure strategy
- equilibrium strategies
- lot sizing
- pure nash equilibrium
- regret minimization
- computationally tractable
- dynamic programming
- cooperative games
- state space
- linear program
- decision problems
- lower bound