97 citations · 315 across the 31 of their papers we have counts for
4 papers · 1 filter
Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions
Stefan Rass, Sandra König, Stefan Schauer
Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker int…
On Game-Theoretic Risk Management (Part Three) - Modeling and Applications
Stefan Rass
The game-theoretic risk management framework put forth in the precursor reports "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin…
On Game-Theoretic Risk Management (Part Two) -- Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs
Stefan Rass
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC…
On Game-Theoretic Risk Management (Part One) -- Towards a Theory of Games with Payoffs that are Probability-Distributions
Stefan Rass
Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the sp…