Mechanism Design for a Risk Averse Seller.

Anand Bhalgat Tanmoy Chakraborty Sanjeev Khanna

Published in: WINE (2012)

Keyphrases

mechanism design
risk averse
risk neutral
utility function
decision makers
risk aversion
stochastic programming
game theory
incomplete information
portfolio management
incentive compatible
combinatorial auctions
auction mechanisms
expected utility
multistage
decision problems
cost function