Game Theoretic-based Approach Using Risk Management

カテゴリ: 部門大会

論文No: MC6-3

グループ名: 【C】2021年電気学会電子・情報・システム部門大会

発行日: 2021/09/08

タイトル(英語): Game Theoretic-based Approach Using Risk Management

著者名: Rene Antonio Oliveira Nzinga（富山県立大学）,松井 猛（群馬大学）,奥原 浩之（富山県立大学）

著者名(英語): Antonio Oliveira Nzinga Rene (Toyama Prefectural University),Takeshi Matsui (Gunma University),Koji Okuhara (Toyama Prefectural University)

キーワード: CVaR|協力ゲーム|リスク|最適化|CVaR|cooperative gane theory|risk|optimization

要約(日本語): In production planning, managers pursue using efficient policies to overcome the loss. An essential element to consider during the process is the risk. This element includes both the uncertainty of outcomes and as well their benefits. Outcomes are related to the profit and loss statement and the uncertainty in profits defined by the distribution function, which points to potential benefits or loss. Profits, unfortunately, may be high or low sometimes. 

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