# American Institute of Mathematical Sciences

January  2019, 15(1): 387-400. doi: 10.3934/jimo.2018048

## A class of two-stage distributionally robust games

 1 School of Electrical Engineering and Information, Sichuan University, China 2 Department of Mathematics and Statistics, Curtin University, Australia 3 School of Business, National University of Singapore, Singapore

* Corresponding author

Received  June 2017 Revised  November 2017 Published  April 2018

An $N$-person noncooperative game under uncertainty is analyzed, in which each player solves a two-stage distributionally robust optimization problem that depends on a random vector as well as on other players' decisions. Particularly, a special case is considered, where the players' optimization problems are linear at both stages, and it is shown that the Nash equilibrium of this game can be obtained by solving a conic linear variational inequality problem.

Citation: Bin Li, Jie Sun, Honglei Xu, Min Zhang. A class of two-stage distributionally robust games. Journal of Industrial & Management Optimization, 2019, 15 (1) : 387-400. doi: 10.3934/jimo.2018048
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