A Complementarity Problem Formulation for Chance-constraine Games

Vikas Vikram Singh, Oualid Jouini, Abdel Lisser. A Complementarity Problem Formulation for Chance-constraine Games. In BegoƱa Vitoriano, Greg H. Parlier, Dominique de Werra, editors, Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), Rome, Italy, February 23-25, 2016. pages 58-67, SciTePress, 2016. [doi]

Abstract

Abstract is missing.