An equivalent mathematical program for games with random constraints

We consider an n-player chance-constrained game under elliptically symmetric distributions. For a confidence level greater than 0.5 and certain class of payoff functions and strategy sets, we suitably construct an equivalent mathematical program whose global maximizer is a Nash equilibrium.

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Bibliographic Details
Published inStatistics & probability letters Vol. 174; p. 109092
Main Authors Singh, Vikas Vikram, Lisser, Abdel, Arora, Monika
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.07.2021
Elsevier
Subjects
Chance-constrained game
Computer Science
Elliptically symmetric distribution
Mathematical program
Nash equilibrium
Nash equilibrium
Elliptically symmetric distribution
Mathematical program
Chance-constrained game
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Summary:We consider an n-player chance-constrained game under elliptically symmetric distributions. For a confidence level greater than 0.5 and certain class of payoff functions and strategy sets, we suitably construct an equivalent mathematical program whose global maximizer is a Nash equilibrium.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2021.109092