Mechanism Design with Risk Aversion
Anand BhalgatTanmoy ChakrabortySanjeev KhannaPublished in: CoRR (2011)
Keyphrases
- mechanism design
- risk aversion
- utility function
- expected utility
- risk averse
- game theory
- incomplete information
- incentive compatible
- exchange rate
- auction mechanisms
- decision makers
- combinatorial auctions
- decision theoretic
- stochastic programming
- inventory level
- multi agent systems
- evolutionary algorithm
- simulated annealing
- supply chain
- probability distribution