Theory of games and economic behavior.

zbMATH Open1241.91002MaRDI QIDQ2892811FDOQ2892811

Authors: John von Neumann, Oskar Morgenstern

Publication date: 25 June 2012

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Game theory (91Axx) Mathematical economics (91Bxx)

Cited In (only showing first 100 items - show all)

Developing a projects evaluation system based on multiple attribute value theory
Cost-efficient contingent claims with market frictions
Bayesian decision support for complex systems with many distributed experts
Enhanced indexation based on second-order stochastic dominance
Von Neumann-Morgenstern solutions to cooperative games without side payments
Partially observable game-theoretic agent programming in Golog
PRISONER'S DILEMMA IN ONE-DIMENSIONAL CELLULAR AUTOMATA: VISUALIZATION OF EVOLUTIONARY PATTERNS
Sample average approximation of stochastic dominance constrained programs
Processing second-order stochastic dominance models using cutting-plane representations
Risk Measures and Comonotonicity: A Review
Conditional preference orders and their numerical representations
Ordering risks: expected utility theory versus Yaari's dual theory of risk
Understanding Deutsch's probability in a deterministic multiverse
Discrete bipolar universal integrals
The value of a stochastic information structure
Complex networks: structure and dynamics
Theoretical tools for understanding and aiding dynamic decision making
Approximate models and robust decisions
Expected utility for nonstochastic risk
Recent developments in modeling preferences: Uncertainty and ambiguity
The theory of linear programming:skew symmetric self-dual problems and the central path^*
Approximation algorithms for stochastic combinatorial optimization problems
Correlation order, merging and diversification
Symmetries and the complexity of pure Nash equilibrium
AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts
Expected utility with purely subjective non-additive probabilities
Estimation of cardinal utility based on a nonlinear theory
Real options valuation of forest plantation investments in Brazil
A new foundation for the mean-variance analysis
Ordinal games and generalized Nash and Stackelberg solutions
Axiomatic characterization of insurance prices
Playing with complexity: from cellular evolutionary algorithms with coalitions to self-organizing maps
Behavioral models for complex decision analysis
How to identify trust and reciprocity.
Ambiguity and the Bayesian paradigm
Separation theorems and expected utilities
Axiomatic utility theories with the betweenness property
Risk perception and effectiveness of uncoordinated behavioral responses in an emerging epidemic
Modeling attitude to risk in human decision processes: an application of fuzzy measures
Relative risk-value models
Modeling attitudes towards uncertainty and risk through the use of Choquet integral
Preferences in artificial intelligence
Uncertainty orders on the sublinear expectation space
Expected multi-utility representations
On authority distributions in organizations: Equilibrium.
Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
On the coefficient of variation as a predictor of risk sensitivity: behavioral and neural evidence for the relative encoding of outcome variability
Estimating allocations for value-at-risk portfolio optimization
Harsanyi's social aggregation theorem for state-contingent alternatives
Optimal bidding in auctions from a game theory perspective
Portfolio optimization under loss aversion
Random-payoff two-person zero-sum game with joint chance constraints
Quantum-like model of brain's functioning: decision making from decoherence
Portfolio construction based on stochastic dominance and target return distributions
Risk-value models
Quantitative solution of omega-regular games
An empirical investigation of the assumptions of risk-value models
Qualitative decision theory with preference relations and comparative uncertainty: an axiomatic approach
Pillage and property
Dominance-based rough set approach to decision under uncertainty and time preference
Non-Bayesian correlated equilibrium as an expression of non-Bayesian rationality
An expected utility theory for state-dependent preferences
Computation of noncooperative equilibria in ordinal games
Maximum probabilities, information, and choice under uncertainty
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Spontaneous behavioural changes in response to epidemics
Simulating cardinal preferences in Boolean games: a proof technique
Risk preference modeling with conditional average: An application to portfolio optimization
Applying stochastic goal programming: a case study on water use planning
Some comments on Boltzmann-Gibbs statistical mechanics
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Interactive decision aiding for group decision support
A representation of partially ordered preferences
It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice
The no-trade interval of Dow and Werlang: some clarifications
Scenario-based portfolio selection of investment projects with incomplete probability and utility information
On relationship between probabilistic rough set and Bayesian risk decision over two universes
Uniform expected utility criteria for decision making under ignorance or objective ambiguity
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
On market prices in linear production games
Portfolio optimization with optimal expected utility risk measures
Satisficing versus optimality: criteria for sustainability
Some extensions of Luce's measures of risk
Skorohod's representation theorem for sets of probabilities
A Bayesian approach to testing decision making axioms
Risk-adjusted credibility premiums using distorted probabilities
Bicriteria train scheduling for high-speed passenger railroad planning applications
Consistent modeling of risk averse behavior with spectral risk measures
New techniques for cost sharing in combinatorial optimization games
Just society
Generic properties of a computational task predict human effort and performance
A model of discrete choice based on reinforcement learning under short-term memory
The distortion principle for insurance pricing: properties, identification and robustness
Principles of metareasoning
A global theory of games. I: The 2-person game
A second-generation disappointment aversion theory of decision making under risk
Risk attitudes in axiomatic decision theory: a conceptual perspective
Multicriteria analysis of aeromedical fleet expansion
Methods of solving some personnel-classification problems

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