\(\mu\)-\(\sigma\) games

DOI10.3390/g12010005zbMath1478.91033OpenAlexW3121268676MaRDI QIDQ2052483

Uwe Dulleck, Löffler, Andras

Publication date: 26 November 2021

Published in: Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/g12010005

zbMATH Keywords

game theoryequilibriummixed strategies\(\mu\)-\(\sigma\) utility

Mathematics Subject Classification ID

Utility theory for games (91A30)

Cites Work

• Unnamed Item
• Unnamed Item
• Equilibrium without independence
• Dynamic psychological games
• Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences
• Psychological games and sequential rationality
• Pure-strategy equilibria with non-expected utility players
• Variance aversion implies \(\mu-\sigma^ 2\)-criterion
• Parametric characterizations of risk aversion and prudence
• Uncertainty aversion and preference for randomisation
• Theory of capacities
• Risk, Ambiguity, and the Savage Axioms
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• Optimization Incentives and Coordination Failure in Laboratory Stag Hunt Games
• The Dual Theory of Choice under Risk
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine