elliptical distribution

Distributionally Robust Chance Constrained $p$-Hub Center Problem

  • Yue Zhao
  • Zhi Chen
  • Zhenzhen Zhang
    • Categories Robust Optimization, Transportation Tags , , , ,

    The $p$-hub center problem is a fundamental model for the strategic design of hub location. It aims at constructing $p$ fully interconnected hubs and links from nodes to hubs so that the longest path between any two nodes is minimized. Existing literature on the $p$-hub center problem under uncertainty often assumes a joint distribution of … Read more

    An equivalent mathematical program for games with random constraints

  • Monika Arora
  • Abdel Lisser
  • Vikas Vikram Singh
    • Categories Game Theory, Stochastic Programming Tags , , ,

    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. ArticleDownload View PDF