| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4974987 | Journal of the Franklin Institute | 2014 | 16 Pages |
Abstract
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 l1â©lâ-norm. Some numerical examples are presented to illustrate the behavior of robust optimization equilibrium.
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Physical Sciences and Engineering
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Authors
Guimei Luo,