Random-payoff two-person zero-sum game with joint chance constraints
Year of publication: |
2016
|
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Authors: | Cheng, Jianqiang ; Leung, Janny ; Lisser, Abdel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 252.2016, 1 (1.7.), p. 213-219
|
Subject: | Stochastic programming | Two-person zero-sum game | Joint probabilistic constraints | Second-order cone programming | Random payoff | Spieltheorie | Game theory | Mathematische Optimierung | Mathematical programming |
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