Solving Chance-Constrained Games Using Complementarity Problems.

Vikas Vikram Singh Oualid Jouini Abdel Lisser

Published in: ICORES (Selected Papers) (2016)

Keyphrases

complementarity problems
chance constrained
linear complementarity problem
stochastic programming
variational inequalities
robust optimization
interior point
nash equilibrium
knapsack problem
linear program
linear programming
game theory
sufficient conditions
computationally tractable
multistage