Chance-constrained games with mixture distributions
Year of publication: |
2021
|
---|---|
Authors: | Peng, Shen ; Yadav, Navnit ; Lisser, Abdel ; Vikas Vikram Singh |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 94.2021, 1, p. 71-97
|
Subject: | Chance-constrained game | Mixture of elliptical distributions | Nash equilibrium | Portfolio | Spieltheorie | Game theory | Statistische Verteilung | Statistical distribution | Nash-Gleichgewicht |
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