Methods for determining optimal mixed strategies in matrix games with correlated random payoffs

DOI10.22405/2226-8383-2023-24-4-33-47MaRDI QIDQ6498961

Unnamed Author, Unnamed Author

Publication date: 8 May 2024

Published in: Chebyshevskiĭ Sbornik (Search for Journal in Brave)

zbMATH Keywords

standard deviationrisk managementmathematical expectationoptimality principletwo-criteria approach

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Computing optimal experimental designs with respect to a compound Bayes risk criterion
• Abraham Wald's complete class theorem and Knightian uncertainty
• Hidden Markov models in finance. Further developments and applications. Volume II
• Game‐Theoretic Foundations for Probability and Finance
• The Theory of Statistical Decision

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