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Search: subject:"Polyhedral representation"
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Conditional value at risk
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Distributed decision making
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Multi-market portfolio optimization
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Polyhedral representation
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Portfolio selection
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irrational players
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truncation selection
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Brotcorne, Luce
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European journal of operational research : EJOR
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Linear programming for computing equilibria under truncation selection and designing defensive strategies against malicious opponents
Zhang, Zhuoer
;
Morsky, Bryce
- In:
Games
16
(
2025
)
6
,
pp. 1-16
Linear programming and
polyhedral
representation
conversion methods have been widely applied to game theory to compute …
Persistent link: https://www.econbiz.de/10015560531
Saved in:
2
Multi-market portfolio optimization with conditional value at risk
Nasini, Stefano
;
Labbé, Martine
;
Brotcorne, Luce
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 350-365
Persistent link: https://www.econbiz.de/10013173861
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