Asymptotically Tight Bounds for Inefficiency in Risk-Averse Selfish Routing.
Thanasis LianeasEvdokia NikolovaNicolás E. Stier MosesPublished in: IJCAI (2016)
Keyphrases
- tight bounds
- risk averse
- risk neutral
- upper bound
- decision makers
- risk aversion
- utility function
- stochastic programming
- packet forwarding
- sample size
- portfolio management
- routing protocol
- worst case
- expected utility
- multistage
- routing problem
- resource allocation
- lower bound
- nash equilibrium
- asymptotically optimal
- reinforcement learning
- linear program
- genetic algorithm