Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5777231 | Electronic Notes in Discrete Mathematics | 2016 | 4 Pages |
Abstract
We formulate a random bimatrix game, where the entries of the payoff matrix of each player jointly follow a multivariate elliptically symmetric distribution, as a chance-constrained game. We show that a Nash equilibrium of a chance-constrained game can be computed by solving an equivalent nonlinear complementarity problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Vikas Vikram Singh, Oualid Jouini, Abdel Lisser,