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

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https://hal-centralesupelec.archives-ouvertes.fr/hal-02950865
Contributor : Abdel Lisser <>
Submitted on : Monday, September 28, 2020 - 12:35:29 PM
Last modification on : Tuesday, September 29, 2020 - 3:24:09 AM

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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, Elsevier, 2019, 275 (3), pp.839-845. ⟨10.1016/j.ejor.2019.01.010⟩. ⟨hal-02950865⟩

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