Dynamic linear programming games with risk-averse players.

Alejandro Toriello Nelson A. Uhan

Published in: Math. Program. (2017)

Keyphrases

risk averse
linear programming
game theory
linear program
game play
stochastic programming
risk neutral
utility function
decision makers
optimal solution
games played
video games
primal dual
nash equilibrium
computer games
repeated games
sensitivity analysis
game players
np hard
bayesian networks