Risk management in hierarchical games with random factors

DOI10.1134/S000511791907004XMaRDI QIDQ2331470zbMATH OpenOpenAlexWikidataFDO

Authors M. A. Gorelov

Publication date 29 October 2019

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s000511791907004x

zbMATH Keywords

games with random factorshierarchical systemsrisk managementtheory of decision makingvalue at risk

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Risk models (general) (91B05) Decision theory (91B06)

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Cites work

• Application of strategies with refinement in multistep conflicts under risk
• Application of the continuous VaR criterion in financial markets
• Game theory
• Games with Incomplete Information Played by ‘Bayesian’ Players, Part III. The Basic Probability Distribution of the Game
• Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
• Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
• scientific article; zbMATH DE number 3789264 (Why is no real title available?)
• scientific article; zbMATH DE number 3799441 (Why is no real title available?)
• Optimal incentive compatible mechanism in a system with several active elements
• Optimal incentive mechanisms in an active system with probabilistic uncertainty. II
• Probabilistic stimulation problem
• Stimulation mechanisms in probability models of socioeconomic systems
• The general solution to the principal-agent problem with symmetric information under risk conditions.

Cited in

(8)

• A model for managing activity constraints
• Decisions between incompletely informed agents
• Transfer of rights in hierarchical systems
• Uncertainty in games: using probability-distributions as payoffs
• The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty
• Principal-agent theory, game theory, and the precautionary principle
• Decisions between incompletely informed agents: a basic rating game
• Awareness and control decentralization: stochastic case

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