科研之友
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摘要
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 equilibri
- 出版日期2012-10
- 单位广东金融学院
