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A class of two-stage distributionally robust games

dc.contributor.authorLi, Bin
dc.contributor.authorSun, Jie
dc.contributor.authorXu, Honglei
dc.contributor.authorZhang, Min
dc.date.accessioned2023-03-09T08:19:02Z
dc.date.available2023-03-09T08:19:02Z
dc.date.issued2017
dc.identifier.citationLi, B. and Sun, J. and Xu, H. and Zhang, M. 2017. A class of two-stage distributionally robust games. Journal of Industrial and Management Optimization. 13 (5): pp. 387-400.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/90814
dc.identifier.doi10.3934/JIMO.2018048
dc.description.abstract

An N-person noncooperative game under uncertainty is analyzed, in which each player solves a two-stage distributionally robust optimization problem that depends on a random vector as well as on other players' decisions. Particularly, a special case is considered, where the players' optimization problems are linear at both stages, and it is shown that the Nash equilibrium of this game can be obtained by solving a conic linear variational inequality problem.
dc.languageEnglish
dc.publisherAMER INST MATHEMATICAL SCIENCES-AIMS
dc.relation.sponsoredbyhttp://purl.org/au-research/grants/arc/DP160102819
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectScience & Technology
dc.subjectTechnology
dc.subjectPhysical Sciences
dc.subjectEngineering, Multidisciplinary
dc.subjectOperations Research & Management Science
dc.subjectMathematics, Interdisciplinary Applications
dc.subjectEngineering
dc.subjectMathematics
dc.subjectConic optimization
dc.subjectduality
dc.subjectgame with uncertainty
dc.subjectQUASI-VARIATIONAL INEQUALITIES
dc.subjectSTOCHASTIC LINEAR-PROGRAMS
dc.subjectGENERALIZED NASH GAMES
dc.subjectCOMPLEMENTARITY-PROBLEMS
dc.subjectNONCOOPERATIVE GAMES
dc.subjectCONVEX-OPTIMIZATION
dc.subjectRISK
dc.subjectEQUILIBRIA
dc.subjectUNCERTAINTY
dc.subjectALGORITHMS
dc.titleA class of two-stage distributionally robust games
dc.typeJournal Article
dcterms.source.volume13
dcterms.source.number5
dcterms.source.startPage387
dcterms.source.endPage400
dcterms.source.issn1547-5816
dcterms.source.titleJournal of Industrial and Management Optimization
dc.date.updated2023-03-09T08:19:02Z
curtin.departmentSchool of Elec Eng, Comp and Math Sci (EECMS)
curtin.accessStatusOpen access
curtin.facultyFaculty of Science and Engineering
curtin.contributor.orcidSun, Jie [0000-0001-5611-1672]
curtin.contributor.orcidXu, Honglei [0000-0003-3212-2080]
curtin.contributor.researcheridSun, Jie [B-7926-2016] [G-3522-2010]
curtin.contributor.researcheridXu, Honglei [A-1307-2010]
dcterms.source.eissn1553-166X
curtin.contributor.scopusauthoridSun, Jie [16312754600] [57190212842]
curtin.contributor.scopusauthoridXu, Honglei [23037699600] [57203334243] [57203334253]
curtin.contributor.scopusauthoridLi, Bin [57129085200]
curtin.contributor.scopusauthoridLi, Bin [57129085200]


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