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Robust game theory

✍ Scribed by Michele Aghassi; Dimitris Bertsimas

Publisher: Springer-Verlag
Year: 2006
Tongue: English
Weight: 342 KB
Volume: 107
Category: Article
ISSN: 0025-5610
DOI: 10.1007/s10107-005-0686-0

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In a number of problems, interest is centered on only a few of the coefficients of the multiple linear regression model, while the remaining parameters are treated as nuisance parameters. At the same time, the experimenter is interested in estimating the parameters robustly. We propose a new weighti