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3713. Operations Research Games under Uncertainty and Distributional Ambiguity
Invited abstract in session MC-36: Game Theory, Solutions and Structures III, stream Game Theory, Solutions and Structures.
Monday, 12:30-14:00Room: 32 (building: 306)
Authors (first author is the speaker)
| 1. | Xuan Vinh Doan
|
| Warwick Business School, The University of Warwick | |
| 2. | Tri-Dung Nguyen
|
| The University of Kent |
Abstract
We introduce a new solution concept of (robust) least chance decisions for cooperative games under uncertainty and distributional ambiguity, which is motivated by the concept of least core solutions for deterministic cooperative games. We develop a framework to find those decisions and compute their (robust) least chance dissatisfaction for cooperative games under normally distributed uncertainty and moment-based distributional ambiguity. We demonstrate how the proposed framework can be applied to operations research games such as linear production games with detailed analytical results.
Keywords
- Game Theory
- Robust Optimization
- Stochastic Optimization
Status: accepted
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