Issue |
RAIRO-Oper. Res.
Volume 56, Number 3, May-June 2022
|
|
---|---|---|
Page(s) | 1857 - 1875 | |
DOI | https://doi.org/10.1051/ro/2022050 | |
Published online | 30 June 2022 |
Z-equilibrium in random bi-matrix games: Definition and computation
1
Laboratory of Pure and Applied Mathematics, Mouloud Mammeri University of Tizi-Ouzou, Tizi-Ouzou, Algeria
2
School of Mathematics and Statistics, Carleton Unversity, Ottawa, Canada
3
Ecole Nationale Supérieure de Statistique et d’économie appliquée, Koléa, Tipaza, Algeria
* Corresponding author: larbani61@hotmail.com
Received:
15
March
2021
Accepted:
1
April
2022
This paper deals with bi-matrix games with random payoffs. Using probability tools, we propose a solution based on the concept of Z-equilibrium. Then, we give sufficient conditions of its existence. Further, the problem of computation of this solution is transformed into the determination of Pareto optimal solutions of a deterministic bi-criteria minimization problem. Finally, we provide illustrative numerical examples.
Mathematics Subject Classification: 91A05
Key words: Bi-matrix game / chance constrained game / Z-equilibrium / normal random variable / Cauchy random variable
© The authors. Published by EDP Sciences, ROADEF, SMAI 2022
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