Browsing 002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences by Subject "Value engineering"

Now showing items 1-3 of 3

    • Article  

      Conditional value-at-risk: Structure and complexity of equilibria 

      Mavronicolas, Marios; Monien, Burkhard (2017)
      Conditional Value-at-Risk, denoted as CVaRα, is becoming the prevailing measure of risk over two paramount economic domains: the insurance domain and the financial domain
    • Article  

      Minimizing Expectation Plus Variance 

      Mavronicolas, Marios; Monien, Burkhard (2015)
      We consider strategic games in which each player seeks a mixed strategy to minimize her cost evaluated by a concave valuationV (mapping probability distributions to reals)
    • Article  

      Minimizing expectation plus variance 

      Mavronicolas, Marios; Monien, Burkhard (2012)
      We consider strategic games in which each player seeks a mixed strategy to minimize her cost evaluated by a concave valuation V (mapping probability distributions to reals)