%0 Conference Paper %F Oral %T Solving chance-constrained games using complementarity problems %+ Laboratoire Génie Industriel - EA 2606 (LGI) %+ Laboratoire de Recherche en Informatique (LRI) %A Singh, V.V. %A Jouini, O. %A Lisser, Abdel %< avec comité de lecture %B 2016-02-25 %C Rome, Italy %I Springer Verlag %V 695 %P 52-67 %8 2016-02-23 %D 2016 %R 10.1007/978-3-319-53982-9_4 %K Cauchy distribution %K Chance-constrained game %K Linear complementarity problem %K Nash equilibrium %K Nonlinear complementarity problem %K Normal distribution %Z Engineering Sciences [physics]Conference papers %X In this paper, we formulate the random bimatrix game as a chance-constrained game using chance constraint. We show that a Nash equilibrium problem, corresponding to independent normally distributed payoffs, is equivalent to a nonlinear complementarity problem. Further if the payoffs are also identically distributed, a strategy pair where each player’s strategy is the uniform distribution over his action set, is a Nash equilibrium. We show that a Nash equilibrium problem corresponding to independent Cauchy distributed payoffs, is equivalent to a linear complementarity problem. %G English %L hal-02441035 %U https://centralesupelec.hal.science/hal-02441035 %~ CNRS %~ UNIV-PSUD %~ LGI %~ UMR8623 %~ CENTRALESUPELEC %~ UNIV-PARIS-SACLAY %~ UNIV-PSUD-SACLAY %~ CENTRALESUPELEC-SACLAY %~ LGI-MO %~ GS-ENGINEERING %~ GS-COMPUTER-SCIENCE