Two-stage non-cooperative games with risk-averse players.
Jong-Shi PangSuvrajeet SenUday V. ShanbhagPublished in: Math. Program. (2017)
Keyphrases
- cooperative games
- risk averse
- risk neutral
- utility function
- social welfare
- decision makers
- stochastic programming
- game theory
- multiagent systems
- portfolio management
- nash equilibrium
- multistage
- reinforcement learning
- solution concepts
- expected utility
- special case
- linear program
- graphical models
- computational complexity
- multi agent systems
- genetic algorithm