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We consider an n-player finite strategic game. The payoff vector of each player is a random vector whose distribution is not completely known. We assume that the distribution of the random payoff vector of each player belongs to a distributional uncertainty set. Using distributionally robust approach, we define a chance-constrained game with respect to the… (More)

- Vikas Vikram Singh, Oualid Jouini, Abdel Lisser
- Oper. Res. Lett.
- 2016

We consider an n-player strategic game with finite action sets and random payoffs. We formulate this as a chance-constrained game by considering that the payoff of each player is defined using a chance-constraint. We consider that the components of the payoff vector of each player are independent normal/Cauchy random variables. We also consider the case… (More)

- Vikas Vikram Singh, N. Hemachandra
- Oper. Res. Lett.
- 2014

- Vikas Vikram Singh, Oualid Jouini, Abdel Lisser
- Electronic Notes in Discrete Mathematics
- 2016

- Vikas Vikram Singh, Oualid Jouini, Abdel Lisser
- ICORES
- 2016

We consider a two player bimatrix game where the entries of the payoff matrices are random variables. We formulate this problem as a chance-constrained game by considering that the payoff of each player is defined using a chance constraint. We consider the case where the entries of the payoff matrices are independent normal/Cauchy random variables. We show… (More)

- Konstantin Avrachenkov, Vikas Vikram Singh
- ArXiv
- 2015

We consider coalition formation among players in an n-player finite strategic game over infinite horizon. At each time a randomly formed coalition makes a joint deviation from a current action profile such that at new action profile all players from the coalition are strictly benefited. Such deviations define a coalitional better-response (CBR) dynamics… (More)

- Vikas Vikram Singh, N. Hemachandra
- ArXiv
- 2012

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same type of constraints as in [1], i.e., player 1 has subscription based constraints and player 2, who controls the transition… (More)

- Vikas Vikram Singh, Oualid Jouini, Abdel Lisser
- Optimization Letters
- 2017

We consider an n-player finite strategic game. The payoff vector of each player is a random vector whose distribution is not completely known. We assume that the distribution of a random payoff vector of each player belongs to a distributional uncertainty set. We define a distributionally robust chanceconstrained game using worst-case chance constraint. We… (More)