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Vikas Vikram Singh (vikas.singhlri.fr) Abstract: We consider an nplayer 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 worstcase chance constraint. We consider two types of distributional uncertainty sets. We show the existence of a mixed strategy Nash equilibrium of a distributionally robust chanceconstrained game corresponding to both types of distributional uncertainty sets. For each case, we show a onetoone correspondence between a Nash equilibrium of a game and a global maximum of a certain mathematical program. Keywords: Distributionally robust chanceconstrained games, Chanceconstraints, Nash equilibrium, Semidefinite programming, Mathematical program Category 1: Stochastic Programming Category 2: Other Topics (Game Theory ) Citation: Download: [PDF] Entry Submitted: 09/25/2015 Modify/Update this entry  
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