Title: Existence of Nash equilibrium for chance-constrained games
Speaker: Vikas Singh (Universite Paris-Sud)
Date: 26 November 2015
Time: 3:00 pm
We consider an n-player strategic game with finite action sets. The payoffs of each player are random variables. We assume that each player uses a satisficing payoff criterion defined by a chance-constraint, i.e., players face a chance-constrained game. We consider the cases where payoffs follow normal and elliptically symmetric distributions. For both cases we show that there always exists a mixed strategy Nash equilibrium of corresponding chance-constrained game.