Beyond normality: A cross moment-stochastic user equilibrium model

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models

“…Motivated by recent research on robust game theory and distributinally robust finite game [1,36,31,32,2,41], we study several distributionally robust equilibrium models. We start with a distributionally robust Nash equilibrium (DRNE) model.…”

“…Sun and Xu [45] present a stability analysis of distributionally robust Nash equilibrium when players gain more and more information. Ahipasaoglu et al [2] study the DRO stochastic user equilibrium where the players only have the information of the first and second moments of the random variables. Singh et al [41] consider robust finite chance-constrained games and study the existence of mixed-strategy Nash equilibrium.…”

Resource allocation with population dynamics

“…There, assuming the conditions for the existence of an equilibrium, one considers unconstrained minimisation of an integral in the computation of the equilibrium values. This has been extended in a number of ways, to obtain nested logit models [5], path-size logit [13], multinomial Weibit [6], c-logit [31], and yet more recent models [21,1] considering distributionally robust optimisation over all distributions with mean 0 and the given covariance matrix. These models share a number of features, notably given travel costs c m (n m t ) and stochastic In an alternative line of research, one assumes that the travel costs c n (n m t ) are a stationary random process, or a random variable with a distribution fixed over time.…”

r-extreme signalling for congestion control

“…In the transportation literature, Daganzo and Sheffi [23] have introduced the concept of stochastic user equilibrium, where users have considerable amounts of information, and perhaps surprising analytical powers. Subsequently, a number of variants have been proposed, e.g., [18] consider robust variants and [2] consider the stochastic user equilibrium with distributional uncertainty over the travel times. [35] consider a stratified and risk-averse population, but only as much as a link failure is concerned.…”