Variational Inequality for n-Player Strategic Chance-Constrained Games.
Shangyuan ZhangMakhlouf HadjiAbdel LisserYacine MezaliPublished in: SN Comput. Sci. (2023)
Keyphrases
- variational inequalities
- chance constrained
- nash equilibrium
- stochastic programming
- game theory
- robust optimization
- sensitivity analysis
- variational inequality problems
- knapsack problem
- computationally tractable
- chance constrained programming
- chance constraints
- reverse logistics
- convex sets
- third party
- multistage
- primal dual
- multi objective
- linear program
- decision making
- mathematical programming
- worst case
- network equilibrium model