An equivalent mathematical program for games with random constraints
Vikas Vikram Singh,
Abdel Lisser and
Statistics & Probability Letters, 2021, vol. 174, issue C
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.
Keywords: Chance-constrained game; Elliptically symmetric distribution; Mathematical program; Nash equilibrium (search for similar items in EconPapers)
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