Volume 56, Number 3, May-June 2022
|Page(s)||1857 - 1875|
|Published online||30 June 2022|
Z-equilibrium in random bi-matrix games: Definition and computation
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: firstname.lastname@example.org
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
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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