arXiv (All)
open access
Data-Driven Games with Coherent Risk Measures
We introduce Coherent Utility Measure Games (CUMGs) in which players' uncertainty about the distribution of payoffs is modeled using coherent utility (risk) measures. Such measures, including mean semideviation risk and conditional value-at-risk, allow for interpretable notions of players' risk aver
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A calibration theorem for risk-weighted expected utility theory#165158
- Risk-aware Markov decision processes using cumulative prospect theory#1066580
- Risk-Aware General-Utility Markov Decision Processes#361468
- RSD-Poker: Structure-Adaptive and Shift-Robust Risk-Utility Certification for Residual Policies in Imperfect-Information Games#1118742
- Strategyproofness-Exposing Descriptions of Matching Mechanisms#996849
Record · ID 1249390
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive