Equilibrium in risk-sharing games.
Michail AnthropelosConstantinos KardarasPublished in: Finance Stochastics (2017)
Keyphrases
- nash equilibrium
- nash equilibria
- game theory
- fictitious play
- game theoretic
- mixed strategy
- pure strategy
- repeated games
- extensive form games
- risk aversion
- perfect information
- solution concepts
- equilibrium strategies
- stochastic games
- risk factors
- subgame perfect equilibrium
- cooperative
- computer games
- data sharing
- risk measures
- information sharing
- knowledge sharing
- incomplete information
- game playing
- risk assessment
- game design
- risk management
- high risk
- risk averse
- imperfect information
- video games
- resource allocation
- worst case
- portfolio management
- expected utility
- minority game
- games played