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CORR
2011
Springer
178views Education» more  CORR 2011»
13 years 9 days ago
Robust Additively Coupled Games
We determine the robust Nash equilibrium (RNE) for a wide range of problems in communications systems and networks that are faced with uncertainty in their parameters’ values. T...
Saeedeh Parsaeefard, Ahmad R. Sharafat, Mihaela va...
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 7 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...