Random-Payoff Two-Person Zero-Sum Games

Abstract

Within the framework of chance-constrained programming, this paper formulates two related stochastic models for players competing in a random-payoff two-person zero-sum game. Under certain assumptions, it shows that a one-to-one correspondence (called stochastic pseudoduality) exists between the two formulations at their optimal values, and, furthermore, exact deterministic equivalents can be obtained for these formulations. The optimal solution for a deterministic equivalent can be found by considering an appropriate class of subproblems.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 50 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.