Chance-constrained games with mixture distributions.
Shen PengNavnit YadavAbdel LisserVikas Vikram SinghPublished in: Math. Methods Oper. Res. (2021)
Keyphrases
- chance constrained
- mixture distributions
- stochastic programming
- robust optimization
- hidden markov models
- statistical distributions
- knapsack problem
- computationally tractable
- chance constrained programming
- game theory
- multistage
- chance constraints
- gaussian mixture
- motion patterns
- linear program
- statistical distribution
- sufficient conditions
- feature extraction