Dynamic linear programming games with risk-averse players

DOI10.1007/S10107-016-1054-YzbMath1366.91029OpenAlexW2503142623MaRDI QIDQ526824

Alejandro Toriello, Nelson A. Uhan

Publication date: 15 May 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-016-1054-y

zbMATH Keywords

cooperative gamerisk measurestochastic linear program

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Dynamic games (91A25)

Related Items (6)

Inventory centralization with risk-averse newsvendors ⋮ Strong time-consistent core for a class of linear-state games ⋮ On the regularization of a cooperative solution in a multistage game with random time horizon ⋮ Recent contributions to linear semi-infinite optimization: an update ⋮ Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions ⋮ Game-Theoretic Learning and Allocations in Robust Dynamic Coalitional Games

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