期刊
APPLICABLE ANALYSIS
卷 88, 期 8, 页码 1183-1195出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00036810903157196
关键词
robust optimization equilibria; bimatrix game; strategy uncertainty; cost matrix uncertainty; second-order cone complementarity problem; mixed complementarity problem
资金
- NSF of China [10771057]
In this article, we investigate robust optimization equilibria with two players, in which each player can neither evaluate his opponent's strategy nor his own cost matrix accurately while may estimate a bounded set of the strategy or cost matrix. We obtain a result that solving this equilibria can be formulated as solving a second-order cone complementarity problem under an ellipsoid uncertainty set or a mixed complementarity problem under a box uncertainty set. We present some numerical results to illustrate the behaviour of robust optimization equilibria.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据