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

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1
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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

Optimization and Control [math.OC] 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 : Friday, March 24, 2023-2:53:18 PM

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

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

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

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

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