Variational inequality for n-player strategic chance-constrained games - Archive ouverte HAL
Article Dans Une Revue SN Computer Science Année : 2023

Variational inequality for n-player strategic chance-constrained games

Makhlouf Hadji
Abdel Lisser
Yacine Mezali
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Résumé

In this paper, we focus on n-player strategic chance-constrained games where the payoff of each player follows either Cauchy or normal distributions. We prove the equivalence between a Nash equilibrium problem and a variational inequality problem. We reformulate the latter as a nonlinear complementarity problem (NCP) through the Karush-Kuhn-Tucker (KKT) conditions. Then, we prove the existence of the Nash equilibrium via 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.
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Dates et versions

hal-03845071 , version 1 (09-11-2022)

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Shangyuan Zhang, Makhlouf Hadji, Abdel Lisser, Yacine Mezali. Variational inequality for n-player strategic chance-constrained games. SN Computer Science, 2023, 4 (82), ⟨10.1007/s42979-022-01488-0⟩. ⟨hal-03845071⟩
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