Solving Chance-Constrained Games Using Complementarity Problems

Vikas Vikram Singh, Oualid Jouini, Abdel Lisser. Solving Chance-Constrained Games Using Complementarity Problems. In BegoƱa Vitoriano, Greg H. Parlier, editors, Operations Research and Enterprise Systems - 5th International Conference, ICORES 2016, Rome, Italy, February 23-25, 2016, Revised Selected Papers. Volume 695 of Communications in Computer and Information Science, pages 52-67, 2016. [doi]

Abstract

Abstract is missing.