Research on Robust Cooperative Dual Equilibrium with Ellipsoidal Asymmetric Strategy Uncertainty

摘要

In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set of the mixed strategy.Using dual theory and robust optimization technique,we obtain a result that the counterpart of the primitive uncertainty with ellipsoidal norm for each player can be formulated as a second-order cone programming(SOCP)and solving the corresponding equilibrium can be converted to solving a second-order cone complementarity problem(SOCCP).Then we present a numerical experiment to illustrate the behavior of robust cooperative dual equilibrium.