Minimizing expectation plus variance

DOI10.1007/S00224-014-9542-ZMaRDI QIDQ904686zbMATH OpenOpenAlexFDO

Authors Marios Mavronicolas, Burkhard Monien

Publication date 13 January 2016

Published in Theory of Computing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00224-014-9542-z

zbMATH Keywords

valuation equilibriumPLS-completenessexpectation plus variancerisk-aversity

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Noncooperative games (91A10)

Recommendations

• Minimizing expectation plus variance
• The complexity of equilibria for risk-modeling valuations
• $$\mathcal {NP}$$-Hardness of Equilibria in Case of Risk-Averse Players
• The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values
• When the players are not expectation maximizers

Cites work

• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• A Social Equilibrium Existence Theorem*
• A class of games possessing pure-strategy Nash equilibria
• Bounds on Multiprocessing Timing Anomalies
• Congestion games with player-specific payoff functions
• Convergence and Approximation in Potential Games
• Equilibrium points in n -person games
• Equilibrium without independence
• How easy is local search?
• Mathematical Foundations of Computer Science 2003
• Non-cooperative games
• On games under expected utility with rank dependent probabilities
• Potential games
• Prospect Theory: An Analysis of Decision under Risk
• Pure-strategy equilibria with non-expected utility players
• Rational Behavior, Uncertain Prospects, and Measurable Utility
• Simple Local Search Problems that are Hard to Solve
• The complexity of pure Nash equilibria
• The price of selfish routing
• When the players are not expectation maximizers
• Worst-case equilibria

Cited in

(7)

• $$\mathcal {NP}$$-Hardness of Equilibria in Case of Risk-Averse Players
• The complexity of equilibria for risk-modeling valuations
• Minimizing expectation plus variance
• Minimax estimation of a variance
• (In)existence of equilibria for 2-player, 2-value games with semistrictly quasiconcave cost functions
• Conditional value-at-risk: structure and complexity of equilibria
• The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values

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