Stochastic Congestion Games with Risk-Averse Players.
Haris AngelidakisDimitris FotakisThanasis LianeasPublished in: SAGT (2013)
Keyphrases
- risk averse
- congestion games
- stochastic programming
- pure nash equilibria
- risk neutral
- pure nash equilibrium
- multistage
- risk aversion
- nash equilibria
- utility function
- decision makers
- linear program
- game theoretic
- pure strategy
- nash equilibrium
- robust optimization
- game theory
- cost function
- monte carlo
- portfolio management
- decision making
- mixed strategy
- expected utility
- multi agent