A second-order cone programming formulation for two player zero-sum games with chance constraints

Vikas Vikram Singh; Abdel Lisser

doi:10.1016/j.ejor.2019.01.010

Journal Articles European Journal of Operational Research Year : 2019

A second-order cone programming formulation for two player zero-sum games with chance constraints

(1) , (2)

1
2

Vikas Vikram Singh

Function : Author

Indian Institute of Technology Delhi

Abdel Lisser

Function : Author
PersonId : 11208
IdHAL : abdel-lisser
ORCID : 0000-0003-1318-6679
IdRef : 032881983

Laboratoire de Recherche en Informatique

CV

Domains

Mathematics [math] Optimization and Control [math.OC] Mathematics [math] Probability [math.PR]

Abdel Lisser : Connect in order to contact the contributor

https://hal-centralesupelec.archives-ouvertes.fr/hal-02950865

Submitted on : Monday, September 28, 2020-12:35:29 PM

Last modification on : Tuesday, August 30, 2022-5:14:20 PM

Dates and versions

hal-02950865 , version 1 (28-09-2020)

Identifiers

HAL Id : hal-02950865 , version 1
DOI : 10.1016/j.ejor.2019.01.010

Cite

Vikas Vikram Singh, Abdel Lisser. A second-order cone programming formulation for two player zero-sum games with chance constraints. European Journal of Operational Research, 2019, 275 (3), pp.839-845. ⟨10.1016/j.ejor.2019.01.010⟩. ⟨hal-02950865⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS INSMI UMR8623 CENTRALESUPELEC TDS-MACS UNIV-PARIS-SACLAY GS-COMPUTER-SCIENCE

18 View

0 Download

A second-order cone programming formulation for two player zero-sum games with chance constraints

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Altmetric

Share