Conditional value-at-risk: structure and complexity of equilibria (Q5919335)

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scientific article; zbMATH DE number 7155409
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English
Conditional value-at-risk: structure and complexity of equilibria
scientific article; zbMATH DE number 7155409

    Statements

    title
    Conditional value-at-risk: structure and complexity of equilibria (English)
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    author
    Marios Mavronicolas
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    Burkhard Monien
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    publication date
    22 January 2020
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    zbMATH Keywords
    NP-hardness
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    conditional value-at-risk
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    equilibria
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91A80
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    91A68
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    zbMATH DE Number
    7155409
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    OpenAlex ID
    W2972788553
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