Nonlinear Complementarity Problems for n-Player Strategic Chance-constrained Games

Shangyuan Zhang, Shangyuan Zhang, Makhlouf Hadji, Abdel Lisser, Yacine Mezali

2022

Abstract

In this paper, we focus on n-player strategic chance-constrained games where the payoff of each player follows either Cauchy or normal distribution. We transform the Nash equilibrium problem into its equivalent nonlinear complementarity problem (NCP) through the Karush-Kuhn-Tucker (KKT) conditions. Then, we prove the existence of the Nash equilibrium by the mean of Brouwer’s fixed-point theorem. In order to show the efficiency of our approach, we perform numerical experiments on a set of randomly generated instances.

Paper Citation

in Harvard Style

Zhang S., Hadji M., Lisser A. and Mezali Y. (2022). Nonlinear Complementarity Problems for n-Player Strategic Chance-constrained Games. In Proceedings of the 11th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-758-548-7, pages 94-104. DOI: 10.5220/0011005600003117

in Bibtex Style

@conference{icores22,
author={Shangyuan Zhang and Makhlouf Hadji and Abdel Lisser and Yacine Mezali},
title={Nonlinear Complementarity Problems for n-Player Strategic Chance-constrained Games},
booktitle={Proceedings of the 11th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2022},
pages={94-104},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011005600003117},
isbn={978-989-758-548-7},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 11th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - Nonlinear Complementarity Problems for n-Player Strategic Chance-constrained Games
SN - 978-989-758-548-7
AU - Zhang S.
AU - Hadji M.
AU - Lisser A.
AU - Mezali Y.
PY - 2022
SP - 94
EP - 104
DO - 10.5220/0011005600003117