A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty.
Vaithilingam JeyakumarGuoyin LiG. M. LeePublished in: Oper. Res. Lett. (2011)
Keyphrases
- von neumann
- robust optimization
- expected utility
- optimal strategy
- decision theory
- possibility distributions
- mathematical programming
- utility theory
- decision theoretic
- utility function
- game theory
- solution concepts
- expected utility theory
- pareto optimal
- influence diagrams
- semidefinite programming
- decision makers
- multi agent
- data mining