Mixed complementarity problems for robust optimization equilibrium under l1∩l∞-norm

We consider robust optimization equilibrium for the bimatrix game based on robust optimization method. In this paper, each player may neither exactly estimate his opponent's strategies nor evaluate his own cost matrix accurately while may estimate a bounded uncertain set. We obtain that the robust optimization equilibrium problem can be formulated as a mixed complementarity problem (MCP) under l1∩l∞-norm. Some numerical examples are presented to illustrate the behavior of robust optimization equilibrium.