@inproceedings{singh:hal-02441035, TITLE = {{Solving chance-constrained games using complementarity problems}}, AUTHOR = {Singh, V.V. and Jouini, O. and Lisser, Abdel}, URL = {https://centralesupelec.hal.science/hal-02441035}, BOOKTITLE = {{2016-02-25}}, ADDRESS = {Rome, Italy}, PUBLISHER = {{Springer Verlag}}, VOLUME = {695}, PAGES = {52-67}, YEAR = {2016}, MONTH = Feb, DOI = {10.1007/978-3-319-53982-9\_4}, KEYWORDS = {Cauchy distribution ; Chance-constrained game ; Linear complementarity problem ; Nash equilibrium ; Nonlinear complementarity problem ; Normal distribution}, HAL_ID = {hal-02441035}, HAL_VERSION = {v1}, }