Name
Abstract | ||
|---|---|---|
•We study the stochastic zero-sum game problem with a random payoff matrix.•We consider that the constraints are satisfied jointly with a given probability.•We prove that “weak duality” exists in the stochastic zero-sum game problem.•We prove “strong duality” for these problems under certain assumptions.•We propose two approximation methods for solving this stochastic game problem under some assumptions. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.ejor.2015.12.024 | European Journal of Operational Research |
Keywords | Field | DocType |
Stochastic programming,Two-person zero-sum game,Joint probabilistic constraints,Second-order cone programming,Random payoff | Mathematical optimization,Mathematical economics,Strategy,Repeated game,Zero-sum game,Symmetric game,Screening game,Sequential game,Example of a game without a value,Mathematics,Stochastic game | Journal |
Volume | Issue | ISSN |
252 | 1 | 0377-2217 |
Citations | PageRank | References |
7 | 0.54 | 9 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jianqiang Cheng | 1 | 72 | 9.66 |
| Janny Leung | 2 | 15 | 5.52 |
| Abdel Lisser | 3 | 168 | 29.93 |