97 citations · 315 across the 31 of their papers we have counts for
Showing 2015 · econ.GNShow all
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econ.GN2015★ 5 cited
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…
econ.GN2015★ 10 cited
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…