Abstract
Walsh–Vries approach to matrix games with mixed strategies is considered. According to this approach, the payment function is defined not as the mathematical expectation of a random gain in a long series of parties, but as its quantile (VaR-estimate) for a given level of risk. The properties of such games are studied, and the methods for their solution are suggested.
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Popov, L.D. (2019). Methods for Matrix Games with Mixed Strategies and Quantile Payoff Function. In: Bykadorov, I., Strusevich, V., Tchemisova, T. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2019. Communications in Computer and Information Science, vol 1090. Springer, Cham. https://doi.org/10.1007/978-3-030-33394-2_24
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DOI: https://doi.org/10.1007/978-3-030-33394-2_24
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