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Title: Mixed complementarity problems for robust optimization equilibrium in bimatrix game (English)
Author: Luo, Guimei
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 57
Issue: 5
Year: 2012
Pages: 503-520
Summary lang: English
Category: math
Summary: In this paper, we investigate the bimatrix game using the robust optimization approach, in which each player may neither exactly estimate his opponent's strategies nor evaluate his own cost matrix accurately while he may estimate a bounded uncertain set. We obtain computationally tractable robust formulations which turn to be linear programming problems and then solving a robust optimization equilibrium can be converted to solving a mixed complementarity problem under the $l_1\cap l_\infty $-norm. Some numerical results are presented to illustrate the behavior of the robust optimization equilibrium. (English)
Keyword: robust optimization equilibrium
Keyword: bimatrix game
Keyword: $l_1\cap l_\infty $-norm
Keyword: mixed complementarity problem
MSC: 90C05
MSC: 90C33
MSC: 90C46
MSC: 91A05
idZBL: Zbl 1265.91003
idMR: MR2984616
DOI: 10.1007/s10492-012-0029-4
Date available: 2012-08-19T22:04:56Z
Last updated: 2020-07-02
Stable URL:
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