Unified framework for complex zero-sum games with chance constraints that converts probabilistic constraints into convex second-order cone programs under various distribution assumptions.
Random-payoff two-person zero-sum game with joint chance constraints.European Journal of Operational Research, 252:213– 219, 2016
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Robust Chance Constrained Complex Zero-Sum Games
Unified framework for complex zero-sum games with chance constraints that converts probabilistic constraints into convex second-order cone programs under various distribution assumptions.