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

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

Vikas Vikram Singh ¹ Abdel Lisser ²

1 IIT Delhi - Indian Institute of Technology Delhi

2 LRI - Laboratoire de Recherche en Informatique

Document type :

Journal articles

Domain :

Mathematics [math] / Optimization and Control [math.OC]

Mathematics [math] / Probability [math.PR]

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https://hal-centralesupelec.archives-ouvertes.fr/hal-02950865
Contributor : Abdel Lisser Connect in order to contact the contributor
Submitted on : Monday, September 28, 2020 - 12:35:29 PM
Last modification on : Tuesday, August 30, 2022 - 5:14:20 PM

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

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

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