Conditional value-at-risk: structure and complexity of equilibria
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Publication:5919335
DOI10.1016/j.tcs.2019.09.015zbMath1443.91344OpenAlexW2972788553MaRDI QIDQ5919335
Burkhard Monien, Marios Mavronicolas
Publication date: 22 January 2020
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2019.09.015
Statistical methods; risk measures (91G70) Applications of game theory (91A80) Algorithmic game theory and complexity (91A68)
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The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values ⋮ (In)existence of equilibria for 2-player, 2-value games with semistrictly quasiconcave cost functions
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