|
|
Games with distributionally robust joint chance constraints
Shen Peng
,
Abdel Lisser
,
Vikas Vikram Singh
,
Nalin Gupta
,
Eshan Balashandar
Journal articles
hal-03106377v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Characterization of Nash Equilibrium for the Games with Random Payoffs
Vikas Vikram Singh
,
Abdel Lisser
Journal articles
hal-02950841v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
Journal articles
hal-01728722v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Random games under normal mean-variance mixture distributed independent linear joint chance constraints
Hoang Nam Nguyen
,
Abdel Lisser
,
Vikas Vikram Singh
2022
Preprints, Working Papers, ...
hal-03768823v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Equivalent NLCP for Chance-constrained Games
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
CTW16, 2016, Gargnano, Italy. pp.157-160
Conference papers
hal-01476687v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Bi-matrix game with random payoffs
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
CTW'15, 2015, Istanbul, Turkey
Conference papers
hal-01476738v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Distributionally robust chance-constrained Markov decision processes
Hoang Nam Nguyen
,
Abdel Lisser
,
Vikas Vikram Singh
2022
Preprints, Working Papers, ...
hal-03902054v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Chance-constrained games with mixture distributions
Shen Peng
,
Navnit Yadav
,
Abdel Lisser
,
Vikas Vikram Singh
2021
Preprints, Working Papers, ...
hal-03106544v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A second-order cone programming formulation for two player zero-sum games with chance constraints
Vikas Vikram Singh
,
Abdel Lisser
Journal articles
hal-02950865v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Random games under elliptically distributed dependent joint chance constraints
Hoang Nam Nguyen
,
Abdel Lisser
,
Vikas Vikram Singh
2021
Preprints, Working Papers, ...
hal-03341709v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
An equivalent mathematical program for games with random constraints
Vikas Vikram Singh
,
Abdel Lisser
,
Monika Arora
2021
Preprints, Working Papers, ...
hal-03106551v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Existence of Nash equilibrium for chance-constrained games
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
Journal articles
hal-01476670v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Complementarity Problem Formulation for Chance-constraine Games
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
ICORES 2016, 2016, Rome, Italy. pp.58-67
Conference papers
hal-01476678v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Equivalent nonlinear complementarity problem for chance-constrained games
Vikas Vikram Singh
,
Oualid Jouini
,
Abdel Lisser
Journal articles
hal-01476666v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Variational inequality formulation for the games with random payoffs
Vikas Vikram Singh
,
Abdel Lisser
Journal articles
hal-02950854v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|