Nonlinear Complementarity Problems for n-Player Strategic Chance-constrained Games.
Shangyuan ZhangMakhlouf HadjiAbdel LisserYacine MezaliPublished in: ICORES (2022)
Keyphrases
- complementarity problems
- chance constrained
- stochastic programming
- variational inequalities
- robust optimization
- nash equilibrium
- interior point
- linear program
- linear complementarity problem
- semidefinite
- knapsack problem
- computationally tractable
- reverse logistics
- game theory
- primal dual
- multistage
- support vector
- linear programming
- interior point methods
- genetic algorithm
- convex sets
- third party