An equivalent mathematical program for games with random constraints

  • Monika Arora
  • Abdel Lisser
  • Vikas Vikram Singh
    • Categories Game Theory, Stochastic Programming Tags , , , Short URL: https://optimization-online.org/?p=16799

    This paper shows that there exists a Nash equilibrium of an n-player chance-constrained game for elliptically symmetric distributions. For a certain class of payoff functions, we suitably construct an equivalent mathematical program whose global maximizer is a Nash equilibrium.

    Article

    Download

    View An equivalent mathematical program for games with random constraints