Conditional value-at-risk: structure and complexity of equilibria

DOI10.1007/978-3-319-66700-3_11zbMath1403.91381OpenAlexW2746751527MaRDI QIDQ5894695

Marios Mavronicolas, Burkhard Monien

Publication date: 13 February 2018

Published in: Algorithmic Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-66700-3_11

zbMATH Keywords

conditional value-at-risktwo-player gamescomplexity of equilibriaCrawford propertyoptimal-value property

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) 2-person games (91A05) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

Related Items (1)

$$\mathcal {NP}$$-Hardness of Equilibria in Case of Risk-Averse Players

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