Z-equilibrium in random bi-matrix games: Definition and computation

被引：1
|
作者：
Achemine, Farida [1 ]
Larbani, Moussa [2 ,3 ]
机构：
[1] Mouloud Mammeri Univ Tizi Ouzou, Lab Pure & Appl Math, Tizi Ouzou, Algeria
[2] Carleton Unvers, Sch Math & Stat, Ottawa, ON, Canada
[3] Ecole Natl Super Stat & Econ Appliquee, Kolea, Tipaza, Algeria
来源：
RAIRO-OPERATIONS RESEARCH | 2022年 / 56卷 / 03期
关键词：
Bi-matrix game; chance constrained game; Z-equilibrium; normal random variable; Cauchy random variable; NASH EQUILIBRIUM;
D O I：
10.1051/ro/2022050
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper deals with bi-matrix games with random payoffs. Using probability tools, we propose a solution based on the concept of Z-equilibrium. Then, we give sufficient conditions of its existence. Further, the problem of computation of this solution is transformed into the determination of Pareto optimal solutions of a deterministic bi-criteria minimization problem. Finally, we provide illustrative numerical examples.
引用
收藏
页码：1857 / 1875
页数：19
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