Computational & Applied Math Seminar

Distributionally Robust Equilibrium: Modelling and Applications

  • 演讲者:刘永朝(大连理工大学)

  • 时间:2019-02-27 16:10-17:10

  • 地点:慧园3栋 415报告厅

Abstract: In this talk, we present several distributionally robust equilibrium models, following the recent research surge of robust game theory, in which some or all of the players in the games lack of complete information on the true probability distribution of underlying uncertainty facing them but they need to make a decision prior to the realization of such uncertainty.