Security agencies throughout the world use bodyguards to protect government officials and public figures. In this paper, we consider a two-person zero-sum game between a defender who allocates such bodyguards to protect several targets and an attacker who chooses one target to attack. Because the number of feasible bodyguard allocations grows quickly as either the … Read more
We consider a two player zero-sum game with stochastic linear constraints. The probability distributions of the vectors associated with the constraints are partially known. The available information with respect to the distribution is based mainly on the two first moments. In this vein, we formulate the stochastic linear constraints as distributionally robust chance constraints. We … Read more
We consider a two player finite strategic zero-sum game where each player has stochastic linear constraints. We formulate the stochastic constraints of each player as chance constraints. We show the existence of a saddle point equilibrium if the row vectors of the random matrices, defining the stochastic constraints of each player, are elliptically symmetric distributed … Read more