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A new approach to optimal solutions of noncooperative games: accounting for Savage-Niehans risk
Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2023), pp. 19-41 Cet article a éte moissonné depuis la source Math-Net.Ru

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The novelty of the approach presented below is that each person in a conflict (player) seeks not only to increase his payoff but also to reduce his risk, taking into account a possible realization of any uncertainty from a given admissible set. A new concept, the so-called strongly-guaranteed Nash equilibrium in payoffs and risks, is introduced and its existence in mixed strategies is proved under standard assumptions of the theory of noncooperative games, i.e., compactness and convexity of the sets of players’ strategies and continuity of the payoff functions.
Keywords: Savage–Niehans risk, minimax regret, uncertainties, noncooperative game
Mots-clés : optimal solution 
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     title = {A new approach to optimal solutions of noncooperative games: accounting for {Savage-Niehans} risk},
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V. I. Zhukovskii; L. V. Zhukovskaya; Yu. S. Mukhina. A new approach to optimal solutions of noncooperative games: accounting for Savage-Niehans risk. Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2023), pp. 19-41. http://geodesic.mathdoc.fr/item/TVIM_2023_1_a1/